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The importance of the interdependence between water and energy, also known as the water-energy nexus, is well recognized. The water-energy nexus is typically characterized in resource use efficiency terms such as energy intensity. This study aims to explore the quantitative results of the nexus in terms of energy intensity and environmental impacts (mainly greenhouse gas emissions) on existing water systems within urban water cycles. We also characterized the influence of water risks on the water-energy nexus, including baseline water stress (a water quantity indicator) and return flow ratio (a water quality indicator). For the 20 regions and 4 countries surveyed (including regions with low to extremely high water risks that are geographically located in Africa, Australia, Asia, Europe, and North America), their energy intensities were positively related to the water risks. Regions with higher water risks were observed to have relatively higher energy and GHG intensities associated with their water supply systems. This mainly reflected the major influence of source water accessibility on the nexus, particularly for regions requiring energy-intensive imported or groundwater supplies, or desalination. Regions that use tertiary treatment (for water reclamation or environmental protection) for their wastewater treatment systems also had relatively higher energy and GHG emission intensities, but the intensities seemed to be independent from the water risks. On-site energy recovery (e.g., biogas or waste heat) in the wastewater treatment systems offered a great opportunity for reducing overall energy demand and its associated environmental impacts. Future policy making for the water and energy sectors should carefully consider the water-energy nexus at the regional or local level to achieve maximum environmental and economic benefits. The results from this study can provide a better understanding of the water-energy nexus and informative recommendations for future policy directions for the effective management of water and energy.