Background: Steatotic liver disease (SLD) is defined as a fat accumulation in more than 5% of hepatocytes; it can progress to non-alcoholic steatohepatitis (NASH), associated with an increased state of inflammation. The aim of this study was to explore the protective effects of eating eggs and any association with SLD and hypertension (HTN). Methods: The study cohort included 908 participants assessed in the fourth recall of the MICOL study, grouped into four groups, based on NALFD and/or HTN. Results: The prevalence of HTN and SLD among participants was 31.61%. Overall, the results indicated a statistical significance of egg consumption, showing a protective role against the two disease conditions, in both the raw and adjusted models (RRR = 0.34, p = 0.009, 0.15 to 0.76 95% C.I.). Conclusions: Many differences were found among the groups, and the protective role of eating eggs was amply demonstrated. We can conclude that it is unwise to demonize the intake of this food and its nutritional properties, in contrast with previous reports in the literature.