The purpose of this study was to investigate the protective effect of sniffing orange essential oil (OEO) on the formation of non-alcoholic fatty liver disease (NAFLD) caused by a high-fat diet. The results confirmed that sniffing OEO could reduce obesity caused by a high-fat diet (HFD) by reducing the levels of triglycerides (TGs), total cholesterol (TC) and low-density lipoprotein cholesterol (LDL-C). In addition, the observation of liver tissue sections showed that sniffing OEO could reduce lipid accumulation in liver cells. Further analysis by western blot analysis showed that OEO treatment made the expression levels of acetyl-CoA carboxylase (ACC) and Cytochrome P450 2E1 (CYP2E1) down-regulated and the expression levels of peroxisome proliferator-activated receptor-α (PPAR-α) and carnitine palmitoyltransferase-1 (CPT-1) up-regulated. These results indicate that the treatment of sniffing OEO could enhance the antioxidant capacity of mice and reduce liver damage caused by a high-fat diet. Furthermore, sniffing OEO could inhibit lipid synthesis and oxidative stress stimulated by a high-fat diet. Overall, OEO treatment had a certain protective effect on NAFLD-related diseases caused by a high-fat diet. Therefore, aromatherapy may be introduced as a treatment of long-term chronic diseases.