Objective: To investigate the correlation between the triglyceride-glucose–body mass index (TyG-BMI) and the comorbidity of metabolic-associated fatty liver disease (MAFLD) in patients with chronic kidney disease (CKD). Methods: A total of 250 hospitalized CKD patients were enrolled. Patients were divided into two groups based on the presence or absence of MAFLD: the CKD-alone group (n = 125) and the CKD with MAFLD group (n = 125). Differences in baseline characteristics and TyG-BMI levels between groups were compared. TyG-BMI was stratified into four quartiles, and the incidence of MAFLD across these quartiles was analyzed. Pearson correlation analysis was used to assess the relationship between TyG-BMI and various clinical parameters. Logistic regression was performed to evaluate the independent association between TyG-BMI and MAFLD risk in CKD patients. Receiver operating characteristic (ROC) curve analysis was conducted to determine the predictive value of TyG-BMI for MAFLD occurrence. Results: Compared to the CKD-alone group, the CKD with MAFLD group exhibited higher levels of diabetes prevalence, BMI, lymphocytes (LYM), monocytes (MONO), hemoglobin (HB), high-sensitivity C-reactive protein (Hs-CRP), total bilirubin (TBil), direct bilirubin (DBil), serum creatinine (Cr), triglycerides (TG), GGT/HDL, LDL-C/HDL-C, monocyte-to-HDL ratio (MHR), atherogenic index of plasma (AIP), TyG, TyG-BMI, and TyG-ALT. In contrast, albumin (ALB), estimated glomerular filtration rate (eGFR), and HDL levels were lower in the MAFLD group, with all differences being statistically significant (P < 0.05). As CKD staging progressed, the prevalence of MAFLD showed an increasing trend (P < 0.05). Stratification of TyG-BMI into quartiles revealed MAFLD incidence rates of 3.2%, 25.6%, 30.4%, and 40.8% in Q1 to Q4 groups, respectively, indicating a clear increasing trend with higher TyG-BMI levels; intergroup differences were statistically significant (P < 0.001). Pearson correlation analysis revealed positive correlations between TyG-BMI and BMI, HB, TG, Cr, LDL-C/HDL-C, AIP, TyG, and TyG-ALT (P < 0.05), and negative correlations with DBil, ALB, HDL-C, and eGFR (P < 0.05). After adjusting for confounders such as age, sex, hypertension, diabetes, HB, GGT/HDL-C, MHR, LDL-C/HDL-C, and TyG-ALT, logistic regression indicated that TyG-BMI was an independent risk factor for MAFLD in CKD patients (OR = 1.12, 95% CI: 1.07–1.16, P < 0.001). ROC analysis showed an area under the curve (AUC) of 0.720 (95% CI: 0.656–0.784) for TyG-BMI in predicting MAFLD, with an optimal cutoff value of 215.25, sensitivity of 63.0%, and specificity of 90.0%. Conclusion: In CKD patients, the risk of MAFLD may increase with rising TyG-BMI levels. TyG-BMI could serve as an independent risk factor and a valuable predictive biomarker for MAFLD in this population.