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• Water-energy nexus among cities and sectors was accounted in urban agglomeration. • A new framework was developed to analyze water-energy nexus among cities. • It can identify key city/sectors for dual goals of water and energy saving. • Construction and light industry showed a strong water-energy nexus. With rapid urban expansion and economic development, water shortages and high energy emissions at the regional scale pose critical challenges for urban agglomerations, resulting in quite intricate water-energy nexus. Although important, an assessment framework that can analyze interregional and intersectoral water-energy nexus among cities at the urban agglomeration scale is still lacking. Based on an environmentally extended multiregional input-output model and the concepts of virtual water and embodied energy, this study developed a new assessment framework for the water-energy nexus. By jointly considering the efficiency of input resources and the connections of interregional industrial sectors, this framework can be used to identify the key regions and sectors for water and energy saving. Using the Beijing-Tianjin-Hebei urban agglomeration as an example, the new framework revealed that electricity, gas and water supply industry in Zhangjiakou was a typical high water consumption-high energy consumption sector. Light industry and construction belong to a strong water-energy connection sector, whereas the water-saving measures only partially focus on reducing water consumption but promote energy consumption. In the future, it is imperative to improve the water-energy utilization efficiency of upstream sectors and promote the concept of green buildings with low environmental impacts. The developed framework can be further extended to capture food-energy-water nexus from regional to global scale, and can be used as an important toolbox to pinpoint the sector to realize the sustainable development goals of "clean water and sanitation" (SDG6) and "affordable and clean energy" (SDG7). Image, graphical abstract [ABSTRACT FROM AUTHOR]