The European Union’s 2030 climate and energy policy and the 2030 Agenda for Sustainable Development underline the commitment to mitigate climate change and reduce its impacts by supporting sustainable use of resources. This commitment has become stricter in light of the ambitious climate neutrality target set by the European Green Deal for 2050. Water, Energy and Food are the key variables of the “Nexus Thinking” which face the sustainability challenge with a multi-sectoral approach. The aim of the paper is to show the methodological path toward the implementation of an integrated modeling platform based on the Nexus approach and consolidated energy system analysis methods to represent the agri-food system in a circular economy perspective (from the use of water, energy, biomass, and land to food production). The final aim is to support decision-making connected to climate change mitigation. The IEA-The Integrated MARKAL-EFOM System (TIMES) model generator was used to build up the Basilicata Water, Energy and Food model (TIMES-WEF model), which allows users a comprehensive evaluation of the impacts of climate change on the Basilicata agri-food system in terms of land use, yields and water availability and a critical comparison of these indicators in different scenarios. The paper focuses on the construction of the model’s Reference Energy and Material System of the TIMES model, which integrates water and agricultural commodities into the energy framework, and on the results obtained through the calibration of the model β version to statistical data on agricultural activities.