Non-alcoholic fatty liver disease (NAFLD) is the most common chronic liver disease, defined by several phases, ranging from benign fat accumulation to non-alcoholic steatohepatitis (NASH), which can lead to liver cancer and cirrhosis. Although NAFLD is a disease of disordered metabolism, it also involves several immune cell-mediated inflammatory processes, either promoting and/or suppressing hepatocyte inflammation through the secretion of pro-inflammatory and/or anti-inflammatory factors to influence the NAFLD process. However, the underlying disease mechanism and the role of immune cells in NAFLD are still under investigation, leaving many open-ended questions. In this review, we presented the recent concepts about the interplay of immune cells in the onset and pathogenesis of NAFLD. We also highlighted the specific non-immune cells exhibiting immunological properties of therapeutic significance in NAFLD. We hope that this review will help guide the development of future NAFLD therapeutics.