The interaction between water, energy, and food as the water–energy–food (WEF) nexus has drawn much attention recently to solve upcoming uncertainty in food security. The aim of this study is to investigate the status of the WEF nexus in European countries. It is indicated that the largest nexus studies (among 27 European countries) have been conducted in Spain and Italy. It is confirmed that there is a large number of nexus studies in water-stressed countries while there are few studies on water-abundant countries (Slovakia and Luxembourg). Based on existing research, the majority of nexus studies focused on energy production. It is highlighted that most of the nexus studies were focused on water quantity aspects (rarely related to quality aspects) and energy; however, other resources including land, climate, ecosystem, soil, and environment received little attention. The migration of people as a result of climate change in the WEF nexus is not considered. Moreover, there is a lack of common and standard frameworks for nexus assessment. Therefore, we suggest a standard approach for nexus studies and produce a cross-sectoral and holistic approach for the evaluation of a water (quantity and quality)–energy–food–land–climate (WqEFLC) nexus that takes into consideration the circular economy.