AimsTo characterize the prevalence of NAFLD among subjects with NGT, prediabetes and type 2 diabetes (T2DM) by sex in adults with one or more cardio-metabolic risk factors, and to assess whether cardio-metabolic factors explained sex-related differences in NAFLD prevalence. MethodsThe study sample encompasses 742 individuals with NGT, 553 with prediabetes, and 431 with T2DM. ResultsWomen with prediabetes and T2DM exhibited greater relative differences in waist circumference, HOMA-IR, hsCRP, and lipid profile than prediabetic and diabetic men when compared with their NGT counterparts. Formal tests for glucose tolerance status × sex interaction were statistically significant for waist circumference (P = 0.008), HOMA-IR (P = 0.03), total cholesterol (P = 0.003), LDL (P = 0.001), HDL (P = 0.006), triglycerides (P < 0.0001), and hsCRP (P < 0.05). In a logistic regression analysis, prediabetic and diabetic women exhibited a higher OR for NAFLD than their male counterparts with test for glucose tolerance status × sex interaction being statistically significant. ConclusionsPrediabetic and diabetic women have higher OR of having NAFLD than men. Deterioration of glucose homeostasis in women is associated with a greater worsening in metabolic risk factors than men, which may explain the stronger impact of prediabetes and T2DM on NAFLD in women.