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The Energy-Water-Food Nexus is one of the most complex sustainability challenges faced by the world. This is particularly true in Brazil, where insufficiently understood interactions within the Nexus are contributing to large-scale deforestation and land-use change, water and energy scarcity, and increased vulnerability to climate change. The reason is a combination of global environmental change and global economic change, putting unprecedented pressures on the Brazilian environment and ecosystems. In this paper, we identify and discuss the main Nexus challenges faced by Brazil across sectors (e.g. energy, agriculture, water) and scales (e.g. federal, state, municipal). We use four case studies to explore all nodes of the Nexus. For each, we analyse data from economic and biophysical modelling sources in combination with an overview of the legislative and policy landscape, in order to identify governance shortcomings in the context of growing challenges. We analyse the complex interdependence of developments at the global and local (Brazilian) levels, highlighting the impact of global environmental and economic change on Brazil and, conversely, that of developments in Brazil for other countries and the world. We conclude that there is a need to adjust the scientific approach to these challenges as an enabling condition for stronger science-policy bridges for sustainability policy-making.