The missing link between cross-sectoral resource utilisation and management, and full-scale adoption of the water-energy-food (WEF) nexus has been lack of analytical tools to support policy and decision-making. This paper defined WEF nexus sustainability indicators and developed a methodology to calculate composite indices to facilitate WEF nexus performance, monitoring and evaluation. WEF nexus indicators were integrated through the Analytic Hierarchy Process (AHP) in a multi-criteria decision-making (MCDM). Data were normalised to determine composite indices. The method established quantitative relationships among WEF nexus sectors to indicate resource utilisation and performance over time, using South Africa as a case study. A spider graph of normalised indices was used to illustrate WEF nexus indicator performance and inter-relationships, providing a synopsis of the level of interactions and inter-connectedness of WEF nexus sectors. The shape of the spider graph is determined by the level of the interdependencies and interactions among the WEF nexus sectors, whose management is viewed either as sustainable or unsustainable depending on the classification of the developed integrated index. The spider graph produced for South Africa shows an over emphasis on food self-sufficiency and water productivity at the expense of other sectors, which results from the sectoral approach in resource management. Although the calculated integrated index of 0.203 for South Africa is classified as lowly sustainable, the emphasis is on the quantitative relationships among the indicators and on how to improve them to achieve sustainability. The developed method provides evidence to decision makers, indicating priority areas for intervention. The analytical model is another niche area for the WEF nexus, as it is now capable to evaluate synergies and trade-offs in a holistic way to improve efficiency and productivity in resource use and management for sustainable development.