Achieving food and nutrition security for all in a changing and globalized world remains a critical challenge of utmost importance. The development of solutions benefits from insights derived from modelling and simulating the complex interactions of the agri-food system, which range from global to household scales and transcend disciplinary boundaries. A wide range of models based on various methodologies (from food trade equilibrium to agent-based) seek to integrate direct and indirect drivers of change in land use, environment and socio-economic conditions at different scales. However, modelling such interaction poses fundamental challenges, especially for representing non-linear dynamics and adaptive behaviours. We identify key pieces of the fragmented landscape of food security modelling, and organize achievements and gaps into different contextual domains of food security (production, trade, and consumption) at different spatial scales. Building on in-depth reflection on three core issues of food security – volatility, technology, and transformation – we identify methodological challenges and promising strategies for advancement. We emphasize particular requirements related to the multifaceted and multiscale nature of food security. They include the explicit representation of transient dynamics to allow for path dependency and irreversible consequences, and of household heterogeneity to incorporate inequality issues. To illustrate ways forward we provide good practice examples using meta-modelling techniques, non-equilibrium approaches and behavioural-based modelling endeavours. We argue that further integration of different model types is required to better account for both multi-level agency and cross-scale feedbacks within the food system.