Non-alcoholic fatty liver disease (NAFLD) embraces simple steatosis in non-alcoholic fatty liver (NAFL) to advanced non-alcoholic steatohepatitis (NASH) associated with inflammation, fibrosis, and cirrhosis. NAFLD patients often have metabolic syndrome and high risks of cardiovascular and liver-related mortality. Our aim was to clarify which proteins play a role in the progression of NAFL to NASH. The study investigates paraffin-embedded samples of 22 NAFL and 33 NASH patients. To detect potential candidates, samples were analyzed by immunohistochemistry for the proteins involved in innate immune regulation, autophagy, apoptosis, and antioxidant defense: IRF3, RIG-1, SOCS3, pSTAT3, STX17, SGLT2, Ki67, M30, Caspase 3, and pNRF2. The expression of pNRF2 immunopositive nuclei and SOCS3 cytoplasmic staining were higher in NASH than in NAFL (p = 0.001); pNRF2 was associated with elevated fasting glucose levels. SOCS3 immunopositivity correlated positively with RIG1 (r = 0.765; p = 0.001). Further, in NASH bile ducts showed stronger IRF3 immunostaining than in NAFL (p = 0.002); immunopositive RIG1 tissue was higher in NASH than in NAFL (p = 0.01). Our results indicate that pNRF2, SOCS3, IRF3, and RIG1 are involved in hepatic lipid metabolism. We suggest that they may be suitable for further studies to assess their potential as therapeutics.