Nonalcoholic fatty liver disease (NAFLD) with pathogenesis ranging from nonalcoholic fatty liver (NAFL) to the advanced form of nonalcoholic steatohepatitis (NASH) affects about 25% of the global population. NAFLD is a chronic liver disease associated with obesity, type 2 diabetes, and metabolic syndrome, which is the most increasing factor that causes hepatocellular carcinoma (HCC). Although advanced progress has been made in exploring the pathogenesis of NAFLD and penitential therapeutic targets, no therapeutic agent has been approved by Food and Drug Administration (FDA) in the United States. Gut microbiota-derived components and metabolites play pivotal roles in shaping intrahepatic immunity during the progression of NAFLD or NASH. With the advance of techniques, such as single-cell RNA sequencing (scRNA-seq), each subtype of immune cells in the liver has been studied to explore their roles in the pathogenesis of NAFLD. In addition, new molecules involved in gut microbiota-mediated effects on NAFLD are found. Based on these findings, we first summarized the interaction of diet-gut microbiota-derived metabolites and activation of intrahepatic immunity during NAFLD development and progression. Treatment options by targeting gut microbiota and important molecular signaling pathways are then discussed. Finally, undergoing clinical trials are selected to present the potential application of treatments against NAFLD or NASH.