Few studies have been conducted to classify and predict the influence of nutritional intake on overweight/obesity, dyslipidemia, hypertension and type 2 diabetes mellitus (T2DM) based on deep learning such as deep neural network (DNN). The present study aims to classify and predict associations between nutritional intake and risk of overweight/obesity, dyslipidemia, hypertension and T2DM by developing a DNN model, and to compare a DNN model with the most popular machine learning models such as logistic regression and decision tree. Subjects aged from 40 to 69 years in the 4–7th (from 2007 through 2018) Korea National Health and Nutrition Examination Survey (KNHANES) were included. Diagnostic criteria of dyslipidemia (n = 10,731), hypertension (n = 10,991), T2DM (n = 3889) and overweight/obesity (n = 10,980) were set as dependent variables. Nutritional intakes were set as independent variables. A DNN model comprising one input layer with 7 nodes, three hidden layers with 30 nodes, 12 nodes, 8 nodes in each layer and one output layer with one node were implemented in Python programming language using Keras with tensorflow backend. In DNN, binary cross-entropy loss function for binary classification was used with Adam optimizer. For avoiding overfitting, dropout was applied to each hidden layer. Structural equation modelling (SEM) was also performed to simultaneously estimate multivariate causal association between nutritional intake and overweight/obesity, dyslipidemia, hypertension and T2DM. The DNN model showed the higher prediction accuracy with 0.58654 for dyslipidemia, 0.79958 for hypertension, 0.80896 for T2DM and 0.62496 for overweight/obesity compared with two other machine leaning models with five-folds cross-validation. Prediction accuracy for dyslipidemia, hypertension, T2DM and overweight/obesity were 0.58448, 0.79929, 0.80818 and 0.62486, respectively, when analyzed by a logistic regression, also were 0.52148, 0.66773, 0.71587 and 0.54026, respectively, when analyzed by a decision tree. This study observed a DNN model with three hidden layers with 30 nodes, 12 nodes, 8 nodes in each layer had better prediction accuracy than two conventional machine learning models of a logistic regression and decision tree.