In order to study the coupling coordination development of resource system and economic system, the evaluation index system of water-energy-food (WEF) nexus system security was constructed, which employed TOPSIS model, DEA-Malmquist index and coupling coordination degree model to estimate the WEF nexus system security level and total factor productivity (TFP) as well as the coupling coordination relationship between them from the perspective of time and space of 30 provinces, autonomous regions and municipalities (excluding Hong Kong, Macao, Taiwan ang Tibet) in China. Results show that the spatial pattern of WEF nexus system security level in China is bipolar distribution and the comprehensive security level is increasing year by year with the security level of food system being highest and that of water resource system being lowest. From 2005 to 2019, TFP in China shows a fluctuating upward trend. The spatial and temporal pattern difference in the coupling coordination between WEF nexus system and TFP is significant and the coupling coordination degree shows an upward trend. The spatial pattern presents the spatial distribution characteristics of “high-low-high” from south to north, while the coupling coordination shows a trend of evolution to a high-level coupling stage from time dimension.