Objective: Immune–metabolic interactions may have causal and therapeutic impacts on abdominal aortic aneurysms (AAAs). However, due to the lack of research on the relationship between immune–metabolic interactions and AAAs, further exploration of the mechanism faces challenges. Methods: A two-sample, two-step mediation analysis with Mendelian randomization (MR) based on genome-wide association studies (GWASs) was performed to determine the causal associations among blood immune cell signatures, metabolites, and AAAs. The stability, heterogeneity, and pleiotropy of the results were verified using a multivariate sensitivity analysis. Results: After multiple two-sample MRs using the AAA data from two large-scale GWAS databases, we determined that the human leukocyte antigen-DR (HLA-DR) levels on HLA-DR + natural killer (NK) cells (HLA-DR/NK) were associated with the causal effect of an AAA, with consistent results in the two databases (FinnGen: odds ratio (OR) = 1.054, 95% confidence interval (CI): 1.003–1.067, p-value = 0.036; UK Biobank: OR = 1.149, 95% CI: 1.046–1.261, p-value = 0.004). The metabolites associated with the risk of developing an AAA were enriched to find a specific metabolic model. We also found that the ratio of adenosine 5′-monophosphate (AMP) to threonine could act as a potential mediator between the HLA/NK and an AAA, with a direct effect (beta effect = 0.0496) and an indirect effect (beta effect = 0.0029). The mediation proportion was 5.56%. Conclusions: Our study found that an up-regulation of HLA-DR on HLA-DR/NK cells can increase the risk of an AAA via improvements in the AMP-to-threonine ratio, thus providing a potential new biomarker for the prediction and treatment of AAAs.