Index: src/wp-includes/widgets/class-wp-nav-menu-widget.php
===================================================================
--- src/wp-includes/widgets/class-wp-nav-menu-widget.php	(revision 37241)
+++ src/wp-includes/widgets/class-wp-nav-menu-widget.php	(working copy)
@@ -145,7 +145,19 @@
 						</option>
 					<?php endforeach; ?>
 				</select>
+				<?php if ( isset( $GLOBALS['wp_customize'] ) && $GLOBALS['wp_customize'] instanceof WP_Customize_Manager && $nav_menu ) {
+					$url = "javascript:wp.customize.section( 'nav_menu[" . $nav_menu . "]' ).focus();";
+					echo '<a class="button" id="' . $this->get_field_id( 'nav_menu' ) . '-link" style="margin-top: 12px;" href="' . esc_attr( $url ) . '">' . __( 'Edit Menu' ) . '</a>';
+				} ?>
 			</p>
+			<script type="text/javascript">
+				( function( $ ) {
+					$( '#<?php echo $this->get_field_id( "nav_menu" ); ?>' ).change( function() {
+						var url = "javascript:wp.customize.section( 'nav_menu[" + $( this ).val() + "]' ).focus();";
+						$( "#<?php echo $this->get_field_id( 'nav_menu' ) . '-link'; ?>" ).attr( 'href', url );
+					} );
+				})( jQuery );
+			</script>
 		</div>
 		<?php
 	}