Many global challenges, though interconnected, have been addressed singly, at times reducing one problem while exacerbating others. Nexus approaches simultaneously examine interactions among multiple sectors. Recent quantitative studies have revealed that nexus approaches can uncover synergies and detect trade-offs among sectors. If well implemented, nexus approaches have the potential to reduce negative surprises and promote integrated planning, management and governance. However, application and implementation of nexus approaches are in their infancy. No studies have explicitly quantified the contributions of nexus approaches to progress toward meeting the Sustainable Development Goals. To further implement nexus approaches and realize their potential, we propose a systematic procedure and provide perspectives on future directions. These include expanding nexus frameworks that consider interactions among more sectors, across scales, between adjacent and distant places, and linkages with Sustainable Development Goals; incorporating overlooked drivers and regions; diversifying nexus toolboxes; and making these strategies central in policy-making and governance for integrated Sustainable Development Goal implementation.