Small scale urban green-blue infrastructure (indicated as GBI hereafter) comprises huge underexploited areas for urban development and planning. This review article aims to highlight the relevance and knowledge gaps regarding GBI from the perspective of the food–energy–water (FEW) nexus, these being key resources for the survival of human communities. In particular, this review was focused on publications on urban ecosystem services (positive effects) and dis-services (negative effects) associated with different GBI typologies. The review proved that GBI can contribute environmentally, socially, and economically to FEW security and urban sustainability. Yet, such positive effects must be considered against ecosystem dis-services tradeoffs, including urban food production, commonly connected with heavy water and energy consumption, specifically under dry climate conditions, and sometimes related to an excessive use of manure, pesticides, or fertilizers. These conditions could pose either a risk to water quality and local insect survival or serve enhanced mosquito breeding because of irrigation. Up to now, the review evidenced that few nexus modeling techniques have been discussed in terms of their benefits, drawbacks, and applications. Guidance is provided on the choice of an adequate modeling approach. Water, energy, and food are intrinsically associated physically. However, depending on their management, their tradeoffs are often increased. There is a need to minimize these tradeoffs and to build up synergies between food, energy, and water using a holistic approach. This is why the FEW nexus approach offers good insights to address the relation between three important individual resource components of sustainability.