We explored the shared pathophysiological mechanisms between COVID-19 and non-alcoholic fatty liver disease (NAFLD) by integrating multi-omics data. We studied common genetic risk factors and underlying biological processes using functional enrichment analysis. To understand the sex-specific pathways involved in the clinical course of SARS-CoV-2 infection, we processed sex-stratified data from COVID-19 genome-wide association datasets. We further explored the transcriptional signature of the liver cells in healthy and COVID-19 tissue specimens. We also integrated genetic and metabolomic information. We found that COVID-19 and NAFLD share biological disease mechanisms, including pathways that regulate the inflammatory and lipopolysaccharide response. Single-cell transcriptomics revealed enrichment of complement-related pathways in Kupffer cells, syndecan-mediated signalling in plasma cells, and epithelial-to-mesenchymal transition in hepatic stellate cells. The strategy of pathway-level analysis of genomic and metabolomic data uncovered l-lactic acid, Krebs cycle intermediate compounds, arachidonic acid and cortisol among the most prominent shared metabolites.