Coffee may protect against non-alcoholic fatty liver disease (NAFLD), but the roles of the caffeine and non-caffeine components are unclear. Coffee intake by 156 overweight subjects (87% with Type-2-Diabetes, T2D) was assessed via a questionnaire, with 98 subjects (all T2D) also providing a 24 h urine sample for quantification of coffee metabolites by LC–MS/MS. NAFLD was characterized by the fatty liver index (FLI) and by Fibroscan® assessment of fibrosis. No associations were found between self-reported coffee intake and NAFLD parameters; however, total urine caffeine metabolites, defined as Σcaffeine (caffeine + paraxanthine + theophylline), and adjusted for fat-free body mass, were significantly higher for subjects with no liver fibrosis than for those with fibrosis. Total non-caffeine metabolites, defined as Σncm (trigonelline + caffeic acid + p-coumaric acid), showed a significant negative association with the FLI. Multiple regression analyses for overweight/obese T2D subjects (n = 89) showed that both Σcaffeine and Σncm were negatively associated with the FLI, after adjusting for age, sex, HbA1c, ethanol intake and glomerular filtration rate. The theophylline fraction of Σcaffeine was significantly increased with both fibrosis and the FLI, possibly reflecting elevated CYP2E1 activity—a hallmark of NAFLD worsening. Thus, for overweight/obese T2D patients, higher intake of both caffeine and non-caffeine coffee components is associated with less severe NAFLD. Caffeine metabolites represent novel markers of NAFLD progression.