Water, energy and food are key elements of sustainable regional development. Taking Xinjiang Autonomous Region as the study area, the comprehensive evaluation system of water-energy-food (W-E-F) is constructed. The coupling coordination degree model and the grey GM（1，1）model are adopted to analyze the coupling coordination level of the W-E-F system from 2000 to 2019, and to predict its future development during the period of 2020-2031. The results showed that the comprehensive evaluation index of W-E-F system in Xinjiang rose from 0.39 to 0.61 from 2000 to 2019, showed an overall upward trend; the coupling coordination degree increased from 0.59 to 0.77, and the three subsystems were closely related but the overall performance fell in the intermediate level of coordinated development, which is expected to develop to the advanced level in 2025. Water resources subsystem is still the main factor that restricts the coordinated development of W-E-F system. The large proportion of agricultural water results in the severe structural water shortage in Xinjiang. In the future, Xinjiang should actively adjust the water use structure, improve the utilization efficiency of water resources, optimize the grain consumption structure, and enhance the internal coordination of the system.