Background: Non-alcoholic fatty liver disease (NAFLD) is the most common liver disease. The best treatment now is a healthy lifestyle with a Mediterranean diet and physical activity (PA). Objective: To assess the association between stages of hepatic steatosis and physical activity performance in adults with metabolic syndrome. Design: Cross-sectional study in 155 participants (40–60 years old) with MetS, a diagnosis of NAFLD by magnetic resonance imaging and BMI (body mass index) between 27 and 40 kg/m2. Methods: Stages of hepatic steatosis were assessed and defined according to the percentage of intrahepatic fat contents: stage 0 ≤ 6.4% (control group); stage 1 = 6.4–17.4%; stage 2 ≥ 17.4%. Fitness was assessed through ALPHA-FIT test battery for adults, aerobic capacity by Chester-step test and PA by accelerometry and Minnesota questionnaire. Results: Participants without NAFLD reported more years of education and major socioeconomic status than participants with NAFLD. A higher percentage of people in the most advanced stage of NAFLD were no smokers and no alcohol consumers. They also had higher stages of steatosis, lower sitting handgrip, standing handgrip, Chester step test values, sleep efficiency, and energy expenditure, and higher intensity of light and moderate physical activity, and self-reported physical activity. Conclusions: NAFLD patients showed lower fitness status, aerobic capacity, sleep efficiency and energy expenditure than non-NAFLD participants.