Multivariable logistic regression analysis indicated that SHBG (OR = 1.04, 95% CI: 1.02–1.05, P < 0.001), HbA1c (OR = 1.36, 95% CI: 1.22–1.51, P < 0.001), hemoglobin (OR = 0.96, 95% CI: 0.94–0.97, P < 0.001), and NAFLD (OR = 0.41, 95% CI: 0.23–0.73, P = 0.003) were independently associated with the risk of malnutrition exposure (Table 2). This evidence concerns the gene SHBG and malnutrition.