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An emergent strategy to target sustainability involves an understanding of the water-energy interconnections. It takes water to produce energy, and it takes energy to source, treat, and distribute water. Sanitation and energy distribution are the world's pre-eminent development challenges. They are a magnifier of poverty, ill-health and mortality, and gender inequality. The word 'nexus' means the understanding of these interdependencies, tensions, and trade-offs. This paper investigates water-energy interconnections through critical analysis. We applied a bottom-up approach to describe Sao Paulo state's river basins, in Southeast Brazil, from the household to the regional scale. Initially, water availability, energy consumption and wastewater treatment data are inferred using per capita data. The subsequent data analysis then considered the positive and negative linkages among the basins. Local and state levels of dependency are also assessed, considering environmental and socioeconomic impacts. The significance of this paper lies in understanding these interconnections and their interdependence within the local context and individuals' behaviour. The results allow a comprehensive analysis of the water-energy Nexus across Sao Paulo state. The critical analysis also shows how the primary drivers contribute to urbanisation levels, population growth, and industrial activities. • Regional WE Nexus analysis is undertaken for the most industrialised state of Brazil. • The increase in wastewater treatment highlights the sustainability path. • Wastewater treatment growth rates are higher than population and GDP rates. • It develops a unique database for future studies using the Nexus approach. • Population growth, GDP, and industrial intensity are the main drivers in the WE Nexus. [ABSTRACT FROM AUTHOR]