Understanding the effects of water, energy, and food (WEF) consumption and production on socio-economic and environmental indicators has become a strategic issue for all countries, especially the developing ones, that depend on natural resources to promote economic growth. Our main objective with this study is to quantify and understand the interconnections (Nexus) of WEF production and consumption with regional economic growth and social development in Brazil. We use a multi input-output approach based on a Data Envelopment Analysis (DEA) model to calculate efficiency indicators over time for various municipalities in Brazil. We assume that a high input-output efficiency level indicates that a certain municipality can reach larger output benefits with less WEF consumption. The time-based approach using the Malmquist Index model enables us determining whether cities’ WEF input-output efficiencies have been rising or declining over time. The time-spatial analysis is appropriate to indicate the level of interdependence between WEF-Nexus and the demographic, economic, and environmental systems in Brazil. We expect that our results can help policymakers establishing regional and city-level policies that can benefit a more efficient use of WEF resources.