Guided by the theory and practice of extreme weather events and the “water-energy- food” nexus in domestic and foreign mega cities, this paper analyzes the prominent problems of external water resources, energy and food pressure in mega cities under extreme weather, and concludes that the “water-energy- food ”security risk of mega cities under extreme weather is complex and the security system is fragile, and extreme weather stimulates the resource demand of mega cities in a short time. It will aggravate the risk of resource supply interruption, thus affecting the resource security of mega cities. The security risk resilience governance path of “hardware”governance (resilient infrastructure construction) and “software” governance (point line surface multi-agent collaborative governance) is adopted to meet the challenge of “water-energy-food”security risk governance of mega cities under the current extreme weather.