Metabolic- (dysfunction) associated fatty liver disease (MAFLD) represents the predominant hepatopathy and one of the most important systemic, metabolic-related disorders all over the world associated with severe medical and socio-economic repercussions due to its growing prevalence, clinical course (steatohepatitis and/or hepatocellular-carcinoma), and related extra-hepatic comorbidities. To date, no specific medications for the treatment of this condition exist, and the most valid recommendation for patients remains lifestyle change. MAFLD has been associated with metabolic syndrome; its development and progression are widely influenced by the interplay between genetic, environmental, and nutritional factors. Nutrigenetics and nutrigenomics findings suggest nutrition's capability, by acting on the individual genetic background and modifying the specific epigenetic expression as well, to influence patients' clinical outcome. Besides, immunity response is emerging as pivotal in this multifactorial scenario, suggesting the interaction between diet, genetics, and immunity as another tangled network that needs to be explored. The present review describes the genetic background contribution to MAFLD onset and worsening, its possibility to be influenced by nutritional habits, and the interplay between nutrients and immunity as one of the most promising research fields of the future in this context.