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Since the 21st century, the natural runoff from the headwater region of the Yellow River has generally been decreasing, resulting in a particularly prominent contradiction in utilization of water resources. In this study, key components were identified from the perspective of water-energy-food (WEF) nexus, and a WEF nexus model was established for the Upper Yellow River Basin (UYRB), taking into consideration the benefits of water supply to the middle and lower reaches of Yellow River, food growth in major food-producing areas in the UYRB and hydropower utilization of the UYR reservoir system. The Multi-start Solver of LINGO and the e constraint method were used to carry out multi-objective optimization, revealing the trade-off between the WEE benefits. 1) The model computed the Pare to non-inferior set of solutions for the electricity generated by the UYR reservoir system and the degree to which the water demands of the main intake areas (Ningxia and Inner Mongolia irrigated areas, and Toudaoguai section) are satisfied, quantifying the improvement room for the overall benefits brought about by the jointly optimal operation of the WEF sectors. 2) The historical operation of Longyangxia Reservoir, a multi-year storage reservoir, was evaluated, the results of which show that the realization of the WEF benefits is determined by the proper operation of Longyangxia Reservoir. To guarantee the overall benefits in the long term, Longyangxia Reservoir should maintain a high water level. 3) The trade-offs between the WEF benefits under different boundary conditions were discussed, including various initial/final fore-bay water levels of Longyangxia Reservoir and inflows of various total water amounts from the headwater region of the UYRB. The research reveals the WEF nexus in the UYRB under different scenarios, and moreover, the formulated multi-objective optimization model is a good example that can be extended to other similar WEF nexus systems worldwide. (C) 2019 Elsevier B.V. All rights reserved.