Engineering innovations—including those in heat and mass transfer—are needed to provide food, water, and power to a growing population (i.e., projected to be 9.8 × 109 by 2050) with limited resources. The interweaving of these resources is embodied in the food, energy, and water (FEW) nexus. This review paper focuses on heat and mass transfer applications which involve at least two aspects of the FEW nexus. Energy and water topics include energy extraction of natural gas hydrates and shale gas; power production (e.g., nuclear and solar); power plant cooling (e.g., wet, dry, and hybrid cooling); water desalination and purification; and building energy/water use, including heating, ventilation, air conditioning, and refrigeration technology. Subsequently, this review considers agricultural thermal fluids applications, such as the food and water nexus (e.g., evapotranspiration and evaporation) and the FEW nexus (e.g., greenhouses and food storage, including granaries and freezing/drying). As part of this review, over 100 review papers on thermal and fluid topics relevant to the FEW nexus were tabulated and over 350 research journal articles were discussed. Each section discusses previous research and highlights future opportunities regarding heat and mass transfer research. Several cross-cutting themes emerged from the literature and represent future directions for thermal fluids research: the need for fundamental, thermal fluids knowledge; scaling up from the laboratory to large-scale, integrated systems; increasing economic viability; and increasing efficiency when utilizing resources, especially using waste products.