This review explores the correlation of non-alcoholic fatty liver disease (NAFLD) with cognitive function and brain changes. A comprehensive search of relevant studies in the PubMed database up to June 2024 was conducted, including various study designs such as cross-sectional, longitudinal, case-control, and cohort studies. Data were extracted from 24 studies, focusing on study design, sample size, NAFLD diagnosis, control of confounders, key findings, and limitations. Neuropsychological tests utilized within each study were grouped into relevant cognitive domains. Statistical analyses and comparisons were also performed on the observed changes in brain parameters across the studies. The meta-analysis on the domain of general cognition was conducted. Results indicated that NAFLD was significantly associated with general cognition, executive function, attention, and memory. NAFLD impacts the total brain volume, the volumes of specific brain regions and certain high-intensity brain regions, the cerebral blood flow and perfusion, the integrity of nerve fiber bundles, and the brain abnormalities or lesions such as cerebral hemorrhage, cerebral microbleeds, and white matter lesions. NAFLD also affects the thickness and surface area of certain cortical regions and the resting-state brain function MRI indicators in specific brain areas. Despite these findings, the included studies varied in design, population characteristics, and outcome measures, which introduced heterogeneity that might influence the generalizability of the results. Overall, NAFLD is associated with a decline in cognitive function and alterations in certain brain parameters. Furthermore, NAFLD may exert its influence on cognition by impacting brain structure.