The Water–Energy–Food (WEF) nexus describes natural resource use in the context of social needs and economic development, addressing food, water, and energy security. Population growth and rising economic prosperity will increase the demand for energy, food, and water in the Mediterranean region, compromising the sustainable use of resources. As governments are required to make decisions in order to cope with increasing demands for resources, this paper performs a review of the legislation and WEF policies, identifying the main political and institutional actors involved and the possible policy (in)coherence in four MED countries located on two continents: Egypt, Italy, Spain, and Tunisia. This choice will allow the identification of the barriers and catalysts influencing the implementation of WEF policies and will improve our understanding of the WEF trade-offs and synergies by exploring them on national, regional, and local scales.