As a typical arid region in China, the Xinjiang Uygur Autonomous Region is severely constrained by the resource and environmental conditions it faces. In order to promote the balance between regional resource supply and demand and environmental sustainability, this study uses the drive-pressure-state-impact-response (DPSIR) model to establish its water-energy-food-land (WEFL) evaluation indicator system. The coupling coordination relationship of WEFL is analyzed quantitatively using the coupling coordination degree (CCD) model. Comparative analysis is carried out on the impact of land on the coupled coordination of water-energy-food (WEF) systems from the perspective of coupled and coordinated time-series development as well as land-use changes. Finally, the future coupling coordination of the composite system is predicted using a PSO-BP (Particle Swarm Optimization–Back propagation) model. The results show the following: (1) From 2000 to 2020, the composite evaluation index (CEI) of the WEFL system has been increasing, the coupling levels are all high-quality coupling, and the coupling coordination grades goes through three stages: low coordination, moderate coordination and well coordination. (2) The inclusion of the land subsystem is good for improving the coupling coordination of the whole WEF system. (3) An increase in the areas of cropland, forest land and built-up land improves the dysfunctional decline of the WEF system. An increase in the area of grassland has a negative effect on the development of the WEF system coupling coordination. (4) Forecasts indicate that the Xinjiang WEFL system coupling coordination will maintain a well level of coordinated development in 2021–2025.