A simulation model of WEF nexus in Heilongjiang Province was established based on the theory of system dynamics, in which the supply and demand of water resources and the production and consumption of energy and food from 2010 to 2017 were simulated. Four different development patterns were set for exploring the rational allocation pattern of water-energy-food in Heilongjiang Province. The results show that the situation of water security in Heilongjiang Province is severe. Adoption of the strictest planning pattern will lead to a most significant positive effect among the four development patterns. The consumption of energy under the enhanced development pattern is the most obvious, and the energy security of the whole province could not be guaranteed no matter which development pattern is adopted if the energy consumption is not under control. The food security of Heilongjiang Province is relatively stable and not easily affected by external conditions. The ratio of food inventory and food supply-demand balance will get maximum under the conservative saving pattern. The overall security of the water-energy-food system may not be achieved by a single development pattern.