Poorer countries often face a severe trade-off: the need to improve socio-economic conditions is hard to balance with the maintenance of key ecological processes. As a case study, we select Colombia, a Latin American country with almost 10% of its inhabitants living in extreme poverty. We elaborate a water–food–labour (WFL) nexus grounded on a sub-national Environmentally Extended Input–Output (EEIO) analysis to assess the virtual water trade (VWT) and virtual informal labour (VIL) flows across administrative departments and economic sectors related to domestic trade. The main results are the following: high cross-departmental resource interdependence both in terms of VWT and VIL, rich departments highly depend on the resources of their neighbouring trading partners, extreme poverty conditions shown by economically isolated departments, and considerable income inequality in the food production sectors. Moreover, departments that are net exporters of virtual water suffer from water stress that might be exacerbated by future high rainfall variability due to climate change. These results suggest that strategies to attain sustainable development goals (SDGs) must deal with the biophysical constraints and the economic and political feasibility of the proposed solutions. In this vein, we argue that a holistic framework, grounded on quantitative analyses, is necessary to support informed policy decisions for the simultaneous achievement of multiple (possibly contrasting) goals. Moreover, severe spatial imbalances call for local policy responses coordinated at the national level.