The ongoing and proposed construction of large-scale hydropower dams in the Mekong river basin is a subject of intense debate and growing international concern due to the unprecedented and potentially irreversible impacts these dams are likely to have on the hydrological, agricultural, and ecological systems across the basin. Studies have shown that some of the dams built in the tributaries and the main stem of the upper Mekong have already caused basin-wide impacts by altering the magnitude and seasonality of flows, blocking sediment transport, affecting fisheries and livelihoods of downstream inhabitants, and changing the flood pulse to the Tonle Sap Lake. There are hundreds of additional dams planned for the near future that would result in further changes, potentially causing permanent damage to the highly productive agricultural systems and fisheries, as well as the riverine and floodplain ecosystems. Several studies have examined the potential impacts of existing and planned dams but the integrated effects of the dams when combined with the adverse hydrologic consequences of climate change remain largely unknown. Here, we provide a detailed review of the existing literature on the changes in climate, land use, and dam construction and the resulting impacts on hydrological, agricultural, and ecological systems across the Mekong. The review provides a basis to better understand the effects of climate change and accelerating human water management activities on the coupled hydrological-agricultural-ecological systems, and identifies existing challenges to study the region’s Water, Energy, and Food (WEF) nexus with emphasis on the influence of future dams and projected climate change. In the last section, we synthesize the results and highlight the urgent need to develop integrated models to holistically study the coupled natural-human systems across the basin that account for the impacts of climate change and water infrastructure development. This review provides a framework for future research in the Mekong, including studies that integrate hydrological, agricultural, and ecological modeling systems.