The water-food-energy-GHG nexus under climate change has been gaining increasing attention from both the research and policy communities, especially over the past several years. However, most existing nexus studies are qualitative and explorative in nature. So far, very few studies provide integrated analysis of this nexus across all the four sectors. The purpose of this paper is to examine this nexus by assessing the effects of climate change on agricultural production through the change in water availability, evaluating the adjustment responses and resulting energy consumption and GHG emission, with the Northeast China as a case study. Based on our simulation results, by 2030, climate change is projected to increase water supply and demand gap for irrigation in Northeast China. Due to the increase in water scarcity, irrigated areas will decrease, and the cropping pattern will be adjusted by increasing maize sown areas and decreasing rice sown areas. As a result, the total output of crops and profits will clearly be reduced. Finally, energy consumption and GHG emission from irrigation will be reduced. This study suggests that climate change impact assessment fully consider the nexus among water, food, energy and GHG; however, more studies need to be conducted in the future.