Recent years have shown increased awareness that the use of the basic resources water, food, and energy are highly interconnected (referred to as a ‘nexus’). Spatial scales are an important but complicating factor in nexus analyses, and should receive more attention – especially in the policy-oriented literature. In this paper, we ‘unpack' the nexus concept, aiming to understand the differences between water, food and energy resources, especially in terms of spatial scales. We use physical indicators to show the differences in terms of absolute magnitude of production and the distance and volume of physical trade, for seven resource categories: water withdrawal, crops, animal products, bio-energy, coal, oil, and natural gas. We hypothesize that the differences in trade extent are related to physical characteristics of these resources: we expect high priced, high density, geographically concentrated resources to be traded more and over longer distances. We found that these factors, taken together, can explain some of the differences in trade extent (and thus spatial scale involved), although for each individual factor there are exceptions. We further explore the spatial scales by showing the bidirectional physical trade flows at the continental scale for crops, animal products, bio-energy and fossil fuels. We also visualize how nexus resources are directly dependent on each other, using a Sankey diagram. Since both direct dependencies and physical trade are present, we investigate the role of resource-saving imports, which is a form of virtual trade. The resource-saving imports highlight the importance of continental and global scales for nexus analyses.