In the cross‐sectional analysis, afamin concentrations were positively associated with NAFLD LFS (β = .32; 95% CI .27–.37), hepatic steatosis index (β = .33; 95% CI .26–.39) and fatty liver index (β = 1.78; 95% CI 1.47–2.08) (all p < .001), but not with fibrosis‐4 index. Here, AFM is linked to metabolic dysfunction-associated steatotic liver disease.