Hepatitis B virus (HBV) infection causes Hepatitis B, which is one of the most common causes of hepatocellular carcinoma (HCC). The single nucleotide polymorphisms (SNPs) of the host immune genes could impact HBV infection, viral clearance, and treatment effect. However, the contradictory roles of several studies suggest further analysis of various populations. The whole blood and biochemical indexes of 448 HBV patients and matched controls were collected from the Yunnan population to investigate the genetic roles of IFNL4 and the downstream genes (MxA and MxB). The genotypes, alleles, and haplotypes frequencies of the seven SNPs (rs11322783, rs117648444, rs2071430, rs17000900, rs9982944, rs408825, and rs2838029) from the HBV patients and controls were analyzed. However, no association was identified between the SNPs and HBV infection. Then, biochemical index levels were evaluated among the HBV patients with different genotypes of the seven SNPs. The results indicated that the liver function index levels (including alanine transaminase (ALT), aspartate transaminase (AST), total bilirubin (TBIL), direct bilirubin (DBIL), indirect bilirubin (IBIL), and albumin (ALB)) were influenced by the genotypes of the SNPs in HBV patients. Moreover, when the HBV patients were divided into HBsAg-positive and -negative groups, the association between the SNP genotypes and the biochemical indexes still existed. In addition, although the genetic polymorphisms in the IFNL4, MxA, and MxB genes were not significantly associated with HBV infection in the Yunnan population, these genes could indirectly influence disease progression by associating with the biochemical index levels of Yunnan HBV patients.