Obesity is one of the major risk factors of non-alcoholic fatty liver disease (NAFLD), however, the reliable diagnostic markers are not fully known. The purpose of this study is to clarify the shared pathophysiological diagnostic markers of obesity and NAFLD. We analyzed mRNA expression profiles of NAFLD and obesity from the GEO database using WGCNA to identify gene modules. Lasso regression and receiver operator characteristic curve helped construct predictive models. Key genes were examined for function via multiple analyses, including in vivo experiments and immune infiltration. BBOX1, SSTR1, MMP7, and LACC1 emerged as common predictors for obesity and NAFLD through animal experimentation and predictive model analysis. Dendritic cells and macrophages were significantly altered in obesity and NAFLD (Fig. S1). Obesity and NAFLD share a molecular mechanism with BBOX1, SSTR1, MMP7, and LACC1, which play crucial roles in disease development and can serve as common predictors (Fig. S2, 3). Further research on drug–gene interplay may lead to new treatments.