Integrated approaches for managing natural resources are said to meet increasing demand for water, energy, and food, while maintaining the integrity of ecosystems, and ensuring equitable access to resources. The Water-Energy-Food (WEF) Nexus has been proposed as a cross-sectoral approach to manage trade-offs and exploit synergies that arise among these sectors. Although not initially included as a component of the Nexus, the role of nature in sustaining the water, energy, and food sectors and in regulating their interrelationships is increasingly recognised by Nexus researchers and practitioners. To converge existing approaches that integrate nature into the WEF Nexus and suggest a common framework, we – an interdisciplinary group of natural resources management researchers and systems thinkers from the European research network NEXUSNET COST Action – followed a collaborative process of knowledge creation combining literature review, elicitation of expert opinion and collaborative writing. Our results reveal a multiplicity of concepts utilised in the literature to represent, partially or fully, “nature” in the Nexus, such as “environment”, “ecosystems”, “ecosystem services”, “social-ecological systems”, and “biodiversity”. Disparity was also found in the role attributed to nature, represented by three key paradigms: (1) ecosystems as the fourth component of an expanded Nexus, i.e., the WEF-Ecosystems (WEFE) Nexus; (2) ecosystems as a foundational layer to the Nexus; and (3) the WEF Nexus as a central component of social-ecological systems (SES). By creating a hybrid approach that brings together the benefits of the respective paradigms, we present a forward-looking WEFE Nexus conceptualisation. This paradigm expands the mutual interlinkages among water, energy and food to the entirety of SES, thus acknowledging the social-ecological processes that are affected by and affect the WEF Nexus. The results of this collaborative research effort intend to provide researchers and stakeholders with means to better understand and ultimately manage Nexus issues towards a transformative change.