Background <p>Metabolic dysfunction-associated steatotic liver disease (MASLD) is a health issue of increasing concern worldwide. The cholesterol-high density lipoprotein-glucose (CHG) index integrates key metabolic pathways, but its relationship with the prognosis of MASLD remains unclear.</p> Methods <p>A total of 13,286 MASLD adults were included in the National Health and Nutrition Examination Survey (NHANES) from 1999 to 2018. The mortality results were determined by linking to the National Death Index (NDI) records. A weighted Cox model, restricted cubic spline (RCS) and threshold analysis were used to examine the nonlinear relationship between baseline CHG and all-cause (ACM) or cardiovascular mortality (CVM). Subgroup analysis examined consistency among different populations. Mediating analysis explored the mediating role of weight-adjusted waist index (WWI), neutrophil (NE) and estimated glucose disposal rate (eGDR). External validation was conducted using 2,914 individuals from the Health and Retirement Study (HRS) 2016 cohort.</p> Results <p>In a follow-up with a median time of 112 months, 1,688 cases of ACM and 551 cases of CVM occurred. Weighted Cox regression showed that an increase in the CHG index was significantly associated with an increased mortality risk in MASLD. The RCS curve and threshold effect show a significant U-shaped nonlinear relationship of the CHG index with ACM and CVM. The results of the subgroup analysis showed that the association between the CHG index and mortality risk was more significant in the subgroups under 60 years old and lean. Mediating analysis indicates that WWI, NE and eGDR may partially mediate the effects of the CHG index on ACM and CVM. In the HRS cohort, the CHG index was significantly correlated with ACM.</p> Conclusions <p>Our study confirmed a robust association between the CHG index and ACM and CVM in patients with MASLD based on the two prospective cohorts of NHANES and HRS.</p> Graphical abstract <p></p>