The ratio of non-high-density lipoprotein cholesterol (non-HDL-C) to HDL-C (NHHR) is a novel lipid parameter used to assess the risk of cardiovascular disease. Previous studies have demonstrated an association between the NHHR and risk of non-alcoholic fatty liver disease (NAFLD). Owing to the lack of research exploring this relationship in specific populations, this study aimed to determine the potential link between the NHHR and risk of NAFLD among American adults in the United States. Data were retrieved from the National Health and Nutrition Examination Survey (NHANES) spanning 2017–2020. After excluding individuals with other liver diseases, alcohol abuse, and missing lipid data, a total of 6809 eligible adults were included for analysis. The NHHR was calculated as the ratio of (non-HDL-C) to HDL-C, while NAFLD was identified by liver steatosis detected by transient elastography. Multivariable weighted logistic regression models and restricted cubic spline (RCS) models were employed to investigate the relationship between the NHHR and risk of NAFLD. Subgroup and sensitivity analyses were also conducted to test the robustness of the results. As the NHHR increased, the prevalence of NAFLD rose progressively (5.88% vs. 8.75% vs. 12.24% vs. 15.77%, p < 0.001). In the overall population, after adjusting for confounding factors, each unit increase in the NHHR was associated with a 25% increase in NAFLD risk (OR = 1.25, 95% CI: 1.03–1.53, p = 0.0372). When the NHHR was analyzed as a categorical variable (quartiles), participants in the highest quartile had a significantly higher risk of NAFLD than those in the lowest quartile (OR = 2.6, 95% CI: 1.75–3.85, p = 0.009). RCS analysis further indicated a nonlinear dose–response relationship between the NHHR and risk of NAFLD (p non-linearity < 0.0001). This association remained significant in both subgroup and sensitivity analyses. This study confirmed that the NHHR, particularly at higher levels, was an independent risk factor for NAFLD. As a comprehensive lipid indicator, the NHHR had the potential to predict NAFLD risk. These findings provided new insights for the prevention and clinical management of NAFLD.