Background: The associations between triglyceride glucose (TyG), triglyceride glucose-body mass index (TyG-BMI), and non-alcoholic fatty liver disease (NAFLD) in high-altitude regions remain unclear. Methods: This is a cross-sectional, population-based study comprising 1384 adults living in Jianchuan county, China, which has an average altitude of over 2200 m. Logistic regressions were used to examine the associations between TyG, TyG-BMI, and NAFLD. Receiver operating characteristic (ROC) curves were utilized to compare the predictive ability of TyG, TyG-BMI, hepatic steatosis index (HSI), and triglyceride glucose-alanine aminotransferase (TyG-ALT). Results: In total, 307 (35.7%) male and 81 (15.4%) female participants were diagnosed with NAFLD. Individuals with NAFLD had higher BMI, blood pressure, and TyG indices. The adjusted odds ratios (95% confidence intervals) for the highest quartile of TyG and TyG-BMI were 16.04 (8.51–30.25) and 48.55 (25.12–93.81), respectively. The areas under the ROC curve were 0.811 (95% CI: 0.787–0.836) for TyG, 0.883 (95% CI: 0.864–0.902) for TyG-BMI, 0.839 (95% CI: 0.817–0.863) for HSI, and 0.831 (95% CI: 0.801–0.855) for TyG-ALT. Tyg-BMI had the highest sensitivity (0.832) and specificity (0.780) compared to the other indices. Conclusions: Both TyG and TyG-BMI were associated with higher NAFLD risk in people living in high-altitude regions, while TyG-BMI had greater predictive capabilities.