Water, energy and food (WEF) are experiencing significant stress due to an increase in their demand and scarcity, and this situation will worsen in the coming years. For this reason, this paper proposes a WEF nexus index, which consists of 6 indicators of availability and accessibility to measure water, energy and food security. The proposed methodology, based on indicators and a scoring system, allows decision-makers to evaluate the nexus security and implement actions to achieve the sustainability of the three resources by 2050. Models based on deep learning are developed for the projection of the production and consumption of resources for the case study of Mexico. The Long Short-Term Memory and Gated Recurrent Unit networks are considered. Projections for 2050 resulted in water consumption of 121,679 hm3, electricity generation of 772,486 GWh and electricity consumption of 932,764 GWh, while food production will reach 351,802,080 tons. This represents an increase of 51.7% in water consumption, 180.33% in electricity generation, 254.54% in electricity demand and 103.05% in food production, compared to 2010. The WEF nexus index has an upward trend because the accessibility of water and energy will increase by 2050, but their availability will decrease; the opposite is the case in the food sector, where availability will increase and access will decrease.