Non-alcoholic steatohepatitis (NASH) is a hepatocyte inflammation based on hepatocellular steatosis, yet there is no effective drug treatment. Atherosclerosis (AS) is caused by lipid deposition in the endothelium, which can lead to various cardiovascular diseases. NASH and AS share common risk factors, and NASH can also elevate the risk of AS, causing a higher morbidity and mortality rate for atherosclerotic heart disease. Therefore, timely detection and diagnosis of NASH and AS are particularly important. In this study, differential gene expression analysis and weighted gene co-expression network analysis were performed on the AS (GSE100927) and NASH (GSE89632) datasets to obtain common crosstalk genes, respectively. Then, candidate Hub genes were screened using four topological algorithms and externally validated in the GSE43292 and GSE63067 datasets to obtain Hub genes. Furthermore, immune infiltration analysis and gene set variation analysis were performed on the Hub genes to explore the underlying mechanisms. The DGIbd database was used to screen candidate drugs for AS and NASH. Finally, a NASH model was constructed using free fatty acid-induced human L02 cells, an AS model was constructed using lipopolysaccharide-induced HUVECs, and a co-morbidity model was constructed using L02 cells and HUVECs to verify Hub gene expression. The result showed that a total of 113 genes common to both AS and NASH were identified as crosstalk genes, and enrichment analysis indicated that these genes were mainly involved in the regulation of immune and metabolism-related pathways. 28 candidate Hub genes were screened according to four topological algorithms, and CXCL9, IL2RB, and SPP1 were identified as Hub genes after in vitro experiments and external dataset validation. The ROC curves and SVM modeling demonstrated the good diagnostic efficacy of these three Hub genes. In addition, the Hub genes are strongly associated with immune cell infiltration, especially macrophages and γ–δ T cell infiltration. Finally, five potential therapeutic drugs were identified. has-miR-185 and hsa-miR-335 were closely related to AS and NASH. This study demonstrates that CXCL9, IL2RB, and SPP1 may serve as potential biomarkers for the diagnosis of the co-morbidity patterns of AS and NASH and as potential targets for drug therapy.