Resource-based regions (RBRs) are vital to socio-economic development, yet intensive resource exploitation strains water, energy, and food (WEF) security and causes environmental stress. Optimizing collaborative management of the WEF nexus is crucial for their sustainable development. This study developed an integrated model (WEFN) for optimizing the WEF nexus in RBRs by combining multi-objective optimization and the efficacy coefficient method. The WEFN model incorporates internal couplings and external linkages of the WEF nexus into objectives and constraints. Using Daqing, China, as a case study, six policy scenarios were designed. S1 follows the 2030 planning scheme, while S2–S5 prioritize energy-food supply, environmental protection, water conservation, and economic gains, respectively. S6, formulated via the WEFN model, integrates the objectives of S2–S5 into a collaborative management policy. A comprehensive benefit evaluation system was established, yielding an Evaluation Index (EVI) to quantify WEF system benefits and identify the optimal scenario. Results show that collaborative policy S6 best supports coordinated socio-economic and environmental development in Daqing. The findings offer a valuable reference for WEF nexus management in other RBRs.