With changing lifestyles, non-alcoholic fatty liver disease (NAFLD) has become the most prevalent liver disease worldwide. A substantial increase in the incidence, mortality, and associated burden of NAFLD-related advanced liver disease is expected. Currently, the initial diagnosis of NAFLD is still based on ultrasound and there is no approved treatment method. Lipid-lowering drugs, vitamin supplementation, and lifestyle improvement treatments are commonly used in clinical practice. However, most lipid-lowering drugs can produce poor patient compliance and specific adverse effects. Therefore, the exploration of bio-diagnostic markers and active lead compounds for the development of innovative drugs is urgently needed. More and more studies have reported the anti-NAFLD effects and mechanisms of natural products (NPs), which have become an important source for new drug development to treat NAFLD due to their high activity and low side effects. At present, berberine and silymarin have been approved by the US FDA to enter clinical phase IV studies, demonstrating the potential of NPs against NAFLD. Studies have found that the regulation of lipid metabolism, insulin resistance, oxidative stress, and inflammation-related pathways may play important roles in the process. With the continuous updating of technical means and scientific theories, in-depth research on the targets and mechanisms of NPs against NAFLD can provide new possibilities to find bio-diagnostic markers and innovative drugs. As we know, FXR agonists, PPARα agonists, and dual CCR2/5 inhibitors are gradually coming on stage for the treatment of NAFLD. Whether NPs can exert anti-NAFLD effects by regulating these targets or some unknown targets remains to be further studied. Therefore, the study reviewed the potential anti-NAFLD NPs and their targets. Some works on the discovery of new targets and the docking of active lead compounds were also discussed. It is hoped that this review can provide some reference values for the development of non-invasive diagnostic markers and new drugs against NAFLD in the clinic.