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The great concern regarding food loss (FL) has been studied previously, but in an isolated way, disregarding interdependencies with other areas. This paper aims to go a step further by proposing a new procedure to assess different waste management alternatives based on the nexus approach by means of an integrated Water-Energy-Food-Climate Nexus Index (WEFCNI). The environmental profile of the waste management techniques is determined using Life Cycle Assessment (LCA) which, in combination with Linear Programming (LP), explores the optimal aggregation of weighting factors that lead to an aggregated nexus index. The management of residues from the anchovy canning industry in Cantabria (Spain) has been used as a case study, considering the three current applied alternatives: (i) valorisation of FL as animal feed in aquaculture (food waste-to-food approach), (ii) incineration of FL with energy …