Non-alcoholic fatty liver disease (NAFLD) is a clinical condition characterized by lipid infiltration of the liver, highly prevalent in the general population affecting 25% of adults, with a doubled prevalence in diabetic and obese patients. Almost 1/3 of NAFLD evolves in Non-Alcoholic SteatoHepatitis (NASH), and this can lead to fibrosis and cirrhosis of the liver. However, the main causes of mortality of patients with NAFLD are cardiovascular diseases. At present, there are no specific drugs approved on the market for the treatment of NAFLD, and the treatment is essentially based on optimization of lifestyle. However, some nutraceuticals could contribute to the improvement of lipid infiltration of the liver and of the related anthropometric, haemodynamic, and/or biochemical parameters. The aim of this paper is to review the available clinical data on the effect of nutraceuticals on NAFLD and NAFLD-related parameters. Relatively few nutraceutical molecules have been adequately studied for their effects on NAFLD. Among these, we have analysed in detail the effects of silymarin, vitamin E, vitamin D, polyunsaturated fatty acids of the omega-3 series, astaxanthin, coenzyme Q10, berberine, curcumin, resveratrol, extracts of Salvia milthiorriza, and probiotics. In conclusion, Silymarin, vitamin E and vitamin D, polyunsaturated fatty acids of the omega-3 series, coenzyme Q10, berberine and curcumin, if well dosed and administered for medium–long periods, and associated to lifestyle changes, could exert positive effects on NAFLD and NAFLD-related parameters.