Climate change strains the global water supplies’ capability to meet demands, especially in regions like South Africa, where resources are already scarce. The interconnectedness of water, energy, and food (WEF) exacerbates this challenge, amplifying the impact of climate change on water resource management across these sectors. Thus, in strengthening the long-term resilience and reliability of water resources, a necessity in South Africa, research on climate change and the WEF nexus is needed for water resource planning and development. Employing the WEF nexus approach, we applied the Climate Land-Use Energy and Water Strategies (CLEWS) modelling framework to assess climate change impacts on the water supply-demand relationship, considering the domestic, agriculture (irrigation) and energy generation sectors, and adopting the Buffalo River catchment, KwaZulu-Natal, South Africa, as a case study. A threefold approach was utilized: (1) water supplies and demands and the total unmet demands were quantified; (2) the percentages of water demands covered per sector were derived; and (3) the reliability of the water system to meet each sector’s water demands was computed. The findings projected slight decreases (2%) in the Buffalo River catchment’s total water demands towards the end of the 21st century, mainly due to changes in land suitability for agriculture. While the water system is projected to be reliable for highly populated municipalities (demand coverage index > 70%; reliability index ≥ 20%), it is unreliable for sparsely populated and agriculturally intensive municipalities (demand coverage index ≤ 12%; reliability index = 0%). Such unreliability will strain agricultural production as more than 70% of irrigation water demands come from these municipalities. Nexus-smart water allocation and capacity development plans are recommended to manage these challenges and ensure a just and sustainable water supply-demand relationship in light of climate change.