The oxidative stress is a key issue in the etiology of non-alcoholic fatty liver disease (NAFLD). The aim of our study was to evaluate the effect of metabolic gene polymorphisms involved in the oxidative stress (GSTT1, GSTM1, SULT1A1, CYP2E1, and 1A1), lifestyle and nutrition aspects, and their interaction, on the risk of NAFLD. We enrolled 294 cases and 359 controls, and collected demographics, anthropometric, lifestyle, and nutrition data. A subgroup of NAFLD provided additional data on nutrients and on physical activity engagement. Each patient provided a blood sample for DNA extraction and genotyping. Clinical and laboratory data were collected from cases. Multivariable analysis shows a significant protective effect of age, gender, and moderate drinking habits on the risk of NAFLD, while an increased risk for greater consumption of fruit and grilled meat or fish. Significant interactions were reported between alcohol consumption, fruit intake, grilled meat and fish, and selected genetic variants. From the subgroup analysis, a moderate/high consumption of fat and/or grilled meat/fish, and a high consumption of white meat increase the risk of NAFLD. Engaging any physical activity at least 1 time/week halves the risk of NAFLD. Besides confirming the beneficial effect of moderate alcohol intake and regular physical activity, and the increased risk associated with high fruit and fat intake, for the first time, we report a detrimental effect of grilled food on NAFLD risk. An effect modification by selected gene variants increases the risk in combination with fruit and grilled food intake.