Water, energy, and food are the most important basic resources for economic and social development. In the context of global population growth, environmental degradation, and resource shortages, the interrelationship between the water, energy, and food has become increasingly important. In this paper, the city of Ordos in China was selected as a study area. Firstly, this paper sorted out relevant research literature and fully understood the concept of water-energy-food (WEF) nexus. Then, an optimization model of WEF system was constructed based on interval number multi-objective programming, which took the comprehensive coordination deviation degree of the WEF system security and carbon dioxide emission minimization as the target. At the same time, the optimization model was constructed with full consideration of constraints such as economic benefit, water resource consumption, energy production, food production and environmental pollution emission. The results showed that the production of coal, thermal power, hydropower, wind power, and food all show an upward trend. Among them, the production of hydropower has the largest change, and the food production has the smallest change. In terms of water resource utilization, food production has the largest allocation of water resources accounting for nearly 80%, followed by coal production, thermal power generation and hydropower generation. The smallest allocation is natural gas. In particular, the allocation of water for coal production and hydroelectric power generation has increased significantly. Finally, the policy recommendations were put forward to promote the sustainable development of WEF system in Ordos. The optimization research on the WEF system can help to ensure the WEF system security in Ordos and promote the sustainable development of WEF system, which also can provide reference for other regions.