Water deficiency and lower fertilizer utilization efficiency are major constraints of productivity and yield stability. Improvements of crop water use efficiency (WUE) and nutrient use efficiency (NUE) is becoming an important objective in crop breeding. With the introduction of new physiological and biological approaches, we can better understand the mutual genetics mechanism of high use efficiency of water and nutrient. Much work has been done in past decades mainly including the interactions between different fertilizers and water influences on root characteristics and crop growth. Fertilizer quantity and form were regulated in order to improve crop WUE. The crop WUE and NUE shared the same increment tendency during evolution process; some genes associated with WUE and NUE have been precisely located and marked on the same chromosomes, some genes related to WUE and NUE have been cloned and transferred into wheat and rice and other plants, they can enhance water and nutrient use efficiency. The proteins transporting nutrient and water were identified such as some water channel proteins. The advance on the mechanism of higher water and nutrient use efficiency in crop was reviewed in this article, and it could provide some useful information for further research on WUE and NUE in crop.