Abstract: The number of patients with the combination of non-alcoholic fatty liver disease (NAFLD) and hepatocellular carcinoma (HCC) is gradually increasing. In recent years, the immunotherapy has become a new effective way to treat unresectable HCC. The clinical research revealed that the NAFLD could affect the efficacy of immunotherapy treating the HCC. But the mechanism is complicated. The major routes are CD8⁺PD-1⁺T cells increasing in NAFLD cause the deficiency in cell proliferation ability; Zn64 activates the anti-tumor immune response of the CSF1; PCSK9 downregulates the LDLR level to suppress the immune response of the CD8⁺T cells in tumor microenvironment; loss of the immune response induces the liver damage. Researches had indicated that the combination of lenvatinib, PKCa inhibitor, PCSK9 protein inhibition, ferroptosis inducer, and HIF2a small molecule inhibitor can improve the efficacy of immune checkpoint inhibitors for NAFLD-associated hepatocellular carcinoma. This review focuses on the impact of NAFLD on tumor microenvironment and how the NAFLD affect the immune check-point inhibitor effect and to discover the exact mechanism.