Non-alcoholic fatty liver disease (NAFLD) is currently the most common cause of chronic liver disease worldwide. Early identification and prompt treatment are critical to optimize patient management and improve long-term prognosis. Long non-coding RNA (lncRNA) and circular RNA (circRNA) are recently emerging non-coding RNAs, and are highly stable and easily detected in the circulation, representing a promising non-invasive approach for predicting NAFLD. A literature search of the Pubmed, Embase, Web of Science, and Cochrane Library databases was performed and 36 eligible studies were retrieved, including 18 on NAFLD, 13 on nonalcoholic steatohepatitis (NASH), and 11 on fibrosis and/or cirrhosis. Dynamic changes in lncRNA expression were associated with the occurrence and progression of NAFLD, among which lncRNA NEAT1, MEG3, and MALAT1 exhibited great potential as biomarkers for NAFLD. Moreover, mitochondria-located circRNA SCAR can drive metaflammation and its inhibition might be a promising therapeutic target for NASH. In this systematic review, we highlight the great potential of lncRNA/circRNA for early diagnosis and progression assessment of NAFLD. To further verify their clinical value, large-cohort studies incorporating lncRNA and circRNA expression both in liver tissue and blood should be conducted. Additionally, detailed studies on the functional mechanisms of NEAT1, MEG3, and MALAT1 will be essential for elucidating their roles in diagnosing and treating NAFLD, NASH, and fibrosis.