Non-alcoholic fatty liver disease (NAFLD) is a major global health concern, with its prevalence increasing steadily. While plasma proteins have been implicated in NAFLD, establishing causal relationships has been challenging due to confounding factors in observational studies. This study aims to explore the causal relationships between plasma proteins and NAFLD using Mendelian randomization (MR) analysis. We utilized genome-wide association study (GWAS) data from multiple sources to conduct MR analyses. Plasma protein data were obtained from the deCODE open database, and NAFLD data were sourced from the Finnish genetic sample collection (FinnGen). We performed MR analysis to identify plasma proteins causally related to NAFLD and explored the potential mediation effect of antibody-immune responses. Our MR analysis identified three plasma proteins—KNG1, MICB, and PKD2—with significant causal relationships to NAFLD. Mediation analysis further revealed that KNG1 negatively mediated the risk of NAFLD through Epstein-Barr virus EA-D antibody levels, while MICB and PKD2 positively mediated NAFLD risk through the same antibody levels. This study provides novel genetic evidence of causal relationships between specific plasma proteins and NAFLD risk. Measuring the levels of KNG1, MICB, PKD2, and Epstein-Barr virus EA-D antibody levels in patients may help clinicians assess NAFLD risk more accurately. Further clinical research is warranted to validate these findings and explore their potential therapeutic implications.