Innovations are central instruments of sustainability policies. They project future visions onto technological solutions and enable win-win framings of complex sustainability issues. Yet, they also create new problems by interconnecting different resources such as water, food, and energy, what is known as the “WEF nexus.” In this paper, we apply a new approach called Quantitative Storytelling (QST) to the assessment of four innovations with a strong nexus component in EU policy: biofuels, shale gas, electric vehicles, and alternative water resources. Recognizing irreducible pluralism and uncertainties, QST inspects the relationships between the narratives used to frame sustainability issues and the evidence on those issues. Our experiences outlined two rationales for implementing QST. First, QST can be used to question dominant narratives that promote certain innovations despite evidence against their effectiveness. Second, QST can offer avenues for pluralistic processes of co-creation of alternative narratives and imaginaries. We reflect on the implementation of QST and on the role played by different uncertainties throughout these processes. Our experiences suggest that while the role of nexus assessments using both numbers and narratives may not be instrumental in directly inducing policy change, they are valuable means to open discussions on innovations outside of dominant nexus imaginaries.