A multi-indicator model including triglycerides, LDL-C, glucose, insulin, and SHBG showed higher diagnostic accuracy (AUC = 0.899, P < 0.001) for screening NAFLD in PCOS patients than single indicators (AUC = 0.667–0.761, P < 0.05). This evidence concerns the gene SHBG and polycystic ovary syndrome.