Non-alcoholic fatty liver disease (NAFLD) is characterized by an enhanced activation of the immune system, which predispose the evolution to nonalcoholic steatohepatitis (NASH) and hepatocellular carcinoma (HCC). Resident macrophages and leukocytes exert a key role in the pathogenesis of NAFLD. In particular, CD4+ effector T cells are activated during the early stages of liver inflammation and are followed by the increase of natural killer T cells and of CD8+ T cytotoxic lymphocytes which contribute to auto-aggressive tissue damage. To counteract T cells activation, programmed cell death 1 (PD-1) and its ligand PDL-1 are exposed respectively on lymphocytes and liver cells’ surface and can be targeted for therapy by using specific monoclonal antibodies, such as of Nivolumab, Pembrolizumab, and Atezolizumab. Despite the combination of Atezolizumab and Bevacizumab has been approved for the treatment of advanced HCC, PD-1/PD-L1 blockage treatment has not been approved for NAFLD and adjuvant immunotherapy does not seem to improve survival of patients with early-stage HCC. In this regard, different ongoing phase III trials are testing the efficacy of anti-PD-1/PD-L1 antibodies in HCC patients as first line therapy and in combination with other treatments. However, in the context of NAFLD, immune checkpoints inhibitors may not improve HCC prognosis, even worse leading to an increase of CD8+PD-1+ T cells and effector cytokines which aggravate liver damage. Here, we will describe the main pathogenetic mechanisms which characterize the immune system involvement in NAFLD discussing advantages and obstacles of anti PD-1/PDL-1 immunotherapy.