Nexø's eating scene is unpretentious and directly connected to what comes out of the harbour. Smoked herring — a Bornholm speciality known as røgede sild — is available from stalls at the quayside and is the thing to eat here. It is typically served open-faced on dark rye bread with raw onion and a soft-boiled egg.
Several waterfront restaurants serve fresh fish of varying formality. The town is not a destination for fine dining but rewards anyone who wants honest local food at sensible prices.