We aimed to evaluate the relationship between food intake of lipids with nonalcoholic fatty liver disease (NAFLD) and/or liver fibrosis in people living with HIV/AIDS (PLWHA). In this cross-sectional study, transient elastography was used to detect the presence of NAFLD and/or liver fibrosis. The dietary intake of fats and fatty acids (FA) were assessed by two 24 h dietary recalls (24-HDR) (n = 451). Multivariate logistic regression models were performed. Participants with higher intake of total fat were associated with higher odds for NAFLD compared to those with lower consumption [adjusted odds ratio (aOR) = 1.91 (95% confidence interval (95% CI) 1.06–3.44)]. Furthermore, participants with intermediate intake of n6-PUFA (n6-poly-unsaturated FA) and lauric FA had lower odds for NAFLD, respectively aOR = 0.54 (95% CI 0.3–0.98) and aOR = 0.42 (95% CI 0.22–0.78). Additionally, a higher intake of myristoleic FA (fourth quartile) was a significant protective factor for NAFLD [aOR = 0.56 (95% CI 0.32–0.99)]. Participants with higher intake of lauric FA [0.38 (95% CI 0.18–0.80)], myristic FA [0.38 (0.17–0.89)], palmitoleic FA [0.40 (0.19–0.82)] and oleic FA [0.35 (0.16–0.79)] had positively less odds of having liver fibrosis. On the other hand, higher intake of n-6 PUFA was significantly associated with fibrosis [aOR = 2.45 (95% CI 1.12–5.32)]. Dietary assessment of total fat and FA should be incorporated into HIV care as a tool for preventing NAFLD and fibrosis in PLWHA.