Abstract: In response to global climate change, rapid urbanization, and increasing resource scarcity, the interconnected challenges of water security, ecological degradation, energy transition, and food production have become increasingly complex and urgently demand integrated solutions. The Water-Ecology-Energy-Food (WEEF) nexus provides a holistic framework to understand and manage the synergies and trade-offs among these vital resources. Despite its significance, the dynamics and regulatory mechanisms of the WEEF nexus under changing environments remain insufficiently understood, constraining effective policy and governance interventions. This study seeks to address this gap by systematically investigating the coupling relationships and evolutionary trends within the WEEF system, thereby contributing to global efforts to achieve the Sustainable Development Goals. A systematic and in-depth analysis of the coupling mechanisms and evolutionary pathways characterizing the Water-Ecology-Energy-Food (WEEF) nexus under conditions of environmental change is presented. By integrating recent advances in nexus research, it offers a comprehensive theoretical framework that clarifies the complex interdependencies and synergistic potential among these critical sectors. Furthermore, this study synthesizes a suite of scientifically rigorous analytical approaches designed to assess and strengthen the coherence and sustainability of WEEF systems. Empirical and modeling analyses indicate that current research methodologies—including climate scenario simulations, coupled system dynamics modeling, and sustainability indicator assessments—have been instrumental in revealing critical response mechanisms and potential synergies. These approaches have clarified key risk transmission pathways and regulatory bottlenecks that hinder system resilience under dynamic environmental pressures such as climate change, land-use change, and socioeconomic transformation. To promote efficient and coordinated resource governance, this study proposes a holistic, multidimensional strategy encompassing five critical dimensions: technological innovation, policy systems, governance interventions, collaborative platforms, and international cooperation. Specific technological measures include the integrated deployment of water-saving and resource-recycling technologies, the expansion of renewable energy systems, ecological protection and large-scale restoration initiatives, sustainable intensification of food production, and the application of digital intelligence and AI-enabled monitoring tools. These technological solutions are reinforced by coherent policy instruments and institutional mechanisms that incentivize integrated planning, supported by multi-stakeholder, cross-sectoral dialogue platforms and international partnerships aimed at fostering knowledge exchange and joint action. Despite these advances, significant research gaps and methodological limitations persist. Among the most pressing issues is the widespread neglect of “implicit coupling mechanisms”—subtle yet influential feedback processes operating across temporal and spatial scales, often obscured in conventional models. Moreover, the complex interactions between biophysical drivers (e.g., climate variability) and socioeconomic factors (e.g., institutional reforms, market dynamics, and innovation policies) remain insufficiently represented in mainstream integrated assessment and nexus models. To address these challenges, future research should prioritize five domains: (1) constructing adaptive regulatory architectures that leverage multi-source data integration, intelligent system identification, dynamic simulation, and region-specific optimization to shift management paradigms from reactive to preemptive and predictive approaches; (2) enhancing data-model fusion by incorporating high-resolution remote sensing, real-time climate information, land cover datasets, and socioeconomic metrics, combined with machine learning and AI algorithms to strengthen pattern recognition, risk forecasting, and decision support. (3) Formulating region-specific adaptation strategies: for example, arid and semi-arid regions should prioritize water conservation and ecological remediation; major grain-producing zones should emphasize green agricultural transitions and soil health; while urban and economic centers require strategies for energy structure optimization and circular resource utilization. (4) Strengthening multi-level collaborative governance by establishing cross-administrative and cross-sectoral co-management institutions, alongside developing joint emergency response systems to mitigate systemic risks and enhance coordinated crisis preparedness. (5) Advancing theoretical foundations and technical tools through the development of novel hybrid modeling frameworks, nexus-specific quantification metrics, and demonstrations of scalable technology applications in representative regions, thereby bridging science with policy and practice. This work not only clarifies the complex interactions within the WEEF nexus but also provides a scientifically robust foundation for policy formulation and sustainable resource management in the context of global environmental change, contributing significantly to the achievement of the UN Sustainable Development Goals.