(1) Background: Metabolic-dysfunction-associated steatotic liver disease (MASLD) is now the most prevalent chronic liver disease worldwide, posing a growing public health concern. While dietary improvements are key to prevention, the impact of different vegetable types remains unclear. This study focuses on the association between vegetable consumption and the risk of MASLD in a cohort of Southern Italy. (2) Methods: This research involved 1297 participants from the NUTRIHEP study, examining overall vegetable intake and classifying them into color subgroups to determine optimal quantity and variety for risk reduction. (3) Results: Daily consumption of approximately 325 g (two servings) of total vegetables significantly reduces the risk of MASLD (OR: 0.521; 95% CI: 0.317; 0.858). Among the subgroups, green vegetables were most protective at 35 g/day, while red and orange vegetables offered protection at 130 g/day. A higher intake of the other vegetable category, specifically onions, was associated with a reduced probability of MASLD (OR = 0.995; 95%CI: 0.989; 0.999). (4) Conclusions: These findings suggest a threshold effect, where moderate but regular consumption of specific vegetables offers maximal protection. Consuming excessive amounts may not enhance this benefit within this cohort. Cultural and regional dietary patterns should be considered when designing targeted nutritional interventions.