Abstract Background and Aim It is unclear whether changes in lipid profile and liver biochemistry are associated with advanced fibrosis. Methods Patients diagnosed with non‐alcoholic fatty liver disease (NAFLD) between 2009 and 2017 were included. The changes in blood tests were calculated as follows: [(value at 6 months − value at baseline)/value at baseline] × 100. The endpoint was advanced fibrosis determined by the NAFLD fibrosis score, calculated every year from diagnosis until 2019. Cox proportional hazards models were used to identify factors predicting advanced fibrosis. Results After a median follow‐up of 31.7 (19.4–50.8) months, advanced fibrosis occurred in 64 (6.3%) of 1021 patients. Gamma‐glutamyl transpeptidase (GGT) levels (72.9 vs 51.1 IU/L; P = 0.23) and ΔGGT (+6.0% vs −6.9%; P = 0.06) were higher in the advanced fibrosis group. ΔGGT (hazard ratio [HR] 1.03; P < 0.001) was significantly associated with advanced fibrosis after adjusting for age and platelet count. The positive ΔGGT group showed a higher incidence of advanced fibrosis and the 1‐standard deviation increment in ΔGGT showed a significant association with advanced fibrosis both in statin users (HR, 1.35) and in non‐users (HR, 1.31; P s < 0.05). The restricted cubic spline model identified a positive correlation between ΔGGT and the NAFLD fibrosis scores ( P < 0.001). ΔGGT showed sensitivity of 64.2%, specificity of 52.6%, and negative predictive value of 98.3% in predicting advanced fibrosis. Conclusions ΔGGT calculated at 6 months following NAFLD diagnosis is associated with advanced fibrosis.