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Sustainability indicators have become essential tools to deal with compartmentalized resources planning and management in cities. The development of water, energy, and food nexus (WEF nexus) indicators is a prominent goal of current research, but the focus is mainly on economic issues and material flows. Attention to the local scale and context, social aspects, and the inclusion of non-academic actors is mostly lacking. To address these gaps, this paper reports and reflects on the co-creation of sustainability indicators related to the WEF nexus in the city of São Paulo, Brazil. With a transdisciplinary approach, non-academic actors were included in the different stages of the process using the Urban Living Lab methodology, to improve the usability of the produced indicators' set. The case of São Paulo concerned on-going actions in the peri-urban and rural areas of the city which seek to improve environmental protection by stimulating more sustainable forms of agriculture. Thirty-four indicators were developed through a sequence of interactive activities, such as workshops, meetings, and field trips. The presented process aims to strongly enhance usability by actively involving users from the start, connecting the nexus approach to previous knowledge and familiar frameworks, paying attention to the local scale and context, and to social aspects, and by anticipating future use in various ways., (© The Author(s), under exclusive licence to Springer Japan KK, part of Springer Nature 2022.)