Climate change exacerbates uncertainties in water resource management, water supply, and treatment that are energy intensive and then exert great pressure on climate change mitigation; hence, interrelated and contradictory characteristics within the water-climate change (WC) nexus system are needed to be studied. The nexus thinking and coordination of WC would impact many realistic practices and assist in sustainable socioeconomic development since traditional single-target policies have sometimes been out of function. Hence, the ability to direct water production and use as well as climate change mitigation has become a hotspot recently. Furthermore, we find that there has been no complete research on reviewing the impacts of the WC nexus in different areas on the Sustainable Development Goals (SDGs). Hence, this paper builds a core nexus of WC and then analyzes those effects on social and environmental aspects in many areas, including sewage treatment, energy transition, waste treatment, land management, and ocean management. This paper discusses how WC interlinkages are utilized to realize SDGs in those areas. Moreover, uncertainties derived from exogenous hydrology, climate change, and anthropogenic endogenous systems for realistic problems appeal to gradually increasing concern. Finally, implications offer valuable guidelines for integrated management of water and carbon emissions, as well as sustainable socioeconomic development in the future.