Respiratory diseases become more severe, more difficult to manage, and less responsive to medications when NAFLD is also suffered, directly impacting patients’ quality of life and those close to them. In addition to the standard pharmacological treatment for respiratory disease management, it is considered that an intervention in lifestyle through a healthy diet and regular physical activity is the standard of care in patients with both diseases. However, due to the impaired lung function that occurs in various respiratory diseases, most patients have a sedentary lifestyle that predisposes to the gain of body weight and to hepatic lipid storage; therefore, increasing systemic inflammation and oxidative stress. It could be assumed that good management of lung function will improve the patient’s respiratory capacity, so that physical activity could be performed with less effort to reduce body weight.