To enhance our understanding of molecular mechanisms and mine novel biomarkers of non-alcoholic fatty liver disease (NAFLD), RNA sequencing was performed to gain hepatic expression profiles of mRNAs and miRNAs in NAFLD and normal rats. Using DESeq with thresholds of a two-fold change and a false discovery rate (FDR) less than 0.05, 336 mRNAs and 21 miRNAs were identified as differentially expressed. Among those, 17 miRNAs (e.g., miR-144-3p, miR-99a-3p, miR-200b-3p, miR-200b-5p, miR-200c-3p, etc.) might serve as novel biomarkers of NAFLD. MiRNA target genes (13565) were predicted by the miRWalk database. Using DAVID 6.8, the intersection (195 genes) of differentially expressed mRNAs and miRNA-predicted target genes were enriched in 47 gene ontology (GO) terms and 28 Kyoto Encyclopedia of Genes and Genomes (KEGG) pathways. Using Cytoscape, pathway interaction and protein-protein interaction (PPI) networks were constructed, and hub genes (e.g., Abcg8, Cyp1a1, Cyp51, Hmgcr, etc.) associated with NAFLD were obtained. Moreover, 673 miRNA-mRNA negative regulatory pairs were obtained, and networks were constructed. Finally, several representative miRNAs and mRNAs were validated by real-time qPCR. In conclusion, potential molecular mechanisms of NAFLD could be inferred from integrated analysis of mRNA and miRNA profiles, which may indicate novel biomarkers of NAFLD.