To conduct a comprehensive evaluation of resource utilization efficiency, an efficiency assessment framework that combined multi-regional input-output analysis and data envelopment analysis was proposed. This framework was employed to calculate the water, energy, and food footprints on the consumption side of cities in Guangdong Province. On this basis, input-output efficiency under the influence of inter-regional trade was assessed from the perspective of the water-energy-food system. The findings indicate that the cities’ water, energy, and food footprints on the consumption side are predominantly influenced by inflows from regions outside the province, followed by local consumption footprints. Other cities within the province receive a relatively negligible proportion of trade-implied resources. The spatial distribution characteristics of the water-energy-food system efficiency and the water, energy, and food footprints on the consumption side converge, primarily exhibiting a decreasing trend from the The Pearl River Delta region to the exterior. By taking into account the impact of inter-regional trade on water, energy, and food consumption, the efficiency of most cities has been improved, and the overall efficiency of the region has increased. Among the cities, Shenzhen and Zhongshan have demonstrated optimal input-output allocation, while the remaining cities have exhibited varying degrees of input redundancy, with Guangzhou exhibiting the greatest potential for resource savings.