Intricate associations exist between the internal elements of urban ecosystems, with the adjustment in one element can exert impacts of varying degrees on others. The rapid urbanization has brought numerous challenges on the urban sustainable development. To basically solve these problems, the nexus approach needs to be adopted. We clarified three application scenarios of nexus and their corresponding definitions. Meanwhile, the development of urban nexus theory was also provided. The analysis between any two characters among energy, water, food, land and climate change (EWFLC) systems was presented from the perspective of the physical nexus and policy effect nexus, respectively. From the perspective of the physical nexus, most the present stu-dies are concentrated on the urban scale, and aim at the direct nexus, lacking of indirect nexus reaches relatively. Most of the relationships between each two characters will have positive impacts on the society or economy. From the perspective of the policy effect nexus, current policies focused on the five systems are mostly oriented to directly solve problems of targeted system. The intermediate objectives of policy implementation are mostly quantifiable. There are generally multiple indicators of the policy effect evaluations. Furthermore, an analysis framework of urban EWFLC systems simultaneously combining physical and policy nexus was proposed in this study, which aimed to help make policy selections and realize urban sustainable development.