In order to explore the spatial and temporal characteristics of the coupling and coordination of water-energy-food (W-E-F) nexus in Shanxi Province, the evaluation index system of W-E-F nexus was constructed. Then the comprehensive evaluation indexes obtained herewith and the coupling coordination model were used to measure the development level and coupling coordination degree of W-E-F nexus in Shanxi Province as a whole and the cities within from 2008 to 2017. In the meantime the spatial and temporal characteristics of the nexus was analyzed. The results show that the coupling coordination degree of W-E-F system in the province has risen from 0.55 to 0.83 in the past nine years, reaching a good coordination level as a whole; however, the development characteristics of each subsystem is differentiated, the development level of food subsystem is relatively high and its performance is stable, but the development of water resources subsystem is lagging behind with poor stability. There are significant and expanding spatial differences in the system coordination and the development of each subsystem. The proportion of primary coordination areas and intermediate coordination areas accounted for 45% and 55% of the province respectively in 2017. The areas with higher coordination level include Taiyuan, Xinzhou and Jinzhong, whereas Shuozhou and Yuncheng with lower coordination level are mainly restricted by energy and water resources subsystems. The sequence of subsystem spatial difference is energy > food > water resources, and the areas with the lowest development level of each subsystem are Yuncheng, Shuozhou and Yangquan. Most regions in Shanxi Province are faced with the problem of increasingly unbalanced internal development of W-E-F system, the contradictions among the subsystems are prominent, which mainly manifested in the pressure and restriction effect brought by the contradiction between the food and energy subsystem and the water resources subsystem. Finally, the measures to promote the coordinated development of Shanxi W-E-F system are put forward.