The synergies and trade-offs between the water, energy, and food sectors are represented by the Water-Energy-Food Nexus. The Nexus Approach is an integrated decision making practice that can be used by policy makers to optimize these synergies and manage trade-offs. In this paper, the direction of the Nexus Approach regarding the development of modelling tools is explored. The objective of this paper is to review the existing Nexus modelling tools used for integrated policy making to determine and to help policy makers, practitioners, and agencies trying to implement the Nexus Approach to identify a tool that is most suited to their modelling needs. The predominant capabilities of the current tools lie in the understanding of Nexus complexity, consideration of financial elements in the tools, recognition of the importance of multiple Nexus Approach directions, incorporation of different time scales, and enhanced tool accessibility. The main limitations are the extensive data requirements of current tools, and the poor synergy between tools assessing individual Nexus areas. This enhanced overview of the existing tools allows policy makers to maximize the synergies between the Nexus areas, to avoid consumption dilemmas, and to facilitate sustainable development.