The water–energy–food (WEF) nexus has become a popular, and potentially powerful, frame through which to analyse interactions and interdependencies between these three systems. Though the case for transdisciplinary research in this space has been made, the extent of stakeholder engagement in research remains limited with stakeholders most commonly incorporated in research as end-users. Yet, stakeholders interact with nexus issues in a variety of ways, consequently there is much that collaboration might offer to develop nexus research and enhance its application. This paper outlines four aspects of nexus research and considers the value and potential challenges for transdisciplinary research in each. We focus on assessing and visualising nexus systems; understanding governance and capacity building; the importance of scale; and the implications of future change. The paper then proceeds to describe a novel mixed-method study that deeply integrates stakeholder knowledge with insights from multiple disciplines. We argue that mixed-method research designs—in this case orientated around a number of cases studies—are best suited to understanding and addressing real-world nexus challenges, with their inevitable complex, non-linear system characteristics. Moreover, integrating multiple forms of knowledge in the manner described in this paper enables research to assess the potential for, and processes of, scaling-up innovations in the nexus space, to contribute insights to policy and decision making.