Abstract Background Non-alcoholic fatty liver disease (NAFLD) is the most common chronic liver disease in the world. The increasingly sedentary lifestyle in recent years may have accelerated the development of NAFLD, independent of the level of physical activity. Objective The purpose of this cross-sectional study was to determine the association between leisure-time physical activity (LTPA) and time spent sitting (TSS) and the likelihood of developing NAFLD in a sample of men and women aged 18–64 years, from southern Italy. Design The study is based on two cohort studies, a randomized clinical trial and an observational cost-benefit study. Participants A total of 1269 participants (51.5% women) drawn from 3992 eligible subjects were enrolled in this study. Exposures Leisure-time physical activity (LTPA) and time spent sitting (TSS) were assessed using the Italian long form of the International Physical Activity Questionnaire (IPAQ-LF), designed for administration to adults aged 18 to 65 years. Main Measures The association of exposures with the probability of belonging to a certain NAFLD degree of severity. Key Results The probability of having mild, moderate, and severe NAFLD tends to decrease with increasing LTPA and decreasing TSS levels. We selected a combination of participants aged 50 years and older stratified by gender. Men had a statistically significant difference in the probability of developing moderate NAFLD if they spent 70 h per week sitting and had low LTPA, while among women there was a statistically significant difference in the probability of developing mild or moderate NAFLD if they had moderate LPTA and spent 35–70 h/week sitting. Conclusions The study thus showed that the amount of LTPA and the amount of TSS are associated with development and progression of NAFLD, but this relationship is not a linear one—especially in women aged ≥ 50 years old.