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The objective of this study was to investigate the effect of dietary fatty acid (FA) saturation and carbon chain length on brain bile acid (BA) metabolism and neuronal number in a pig model of pediatric NAFLD. Thirty 20-day-old Iberian pigs, pair-housed in pens, were randomly assigned to receive one of three hypercaloric diets for 10 weeks: (1) lard-enriched (LAR; n = 5 pens), (2) olive-oil-enriched (OLI, n = 5), and (3) coconut-oil-enriched (COC; n = 5). Pig behavior and activity were analyzed throughout the study. All animals were euthanized on week 10 and frontal cortex (FC) samples were collected for immunohistochemistry, metabolomic, and transcriptomic analyses. Data were analyzed by multivariate and univariate statistics. No differences were observed in relative brain weight, neuronal number, or cognitive functioning between diets. Pig activity and FC levels of neuroprotective secondary BAs and betaine decreased in the COC and OLI groups compared with LAR, and paralleled the severity of NAFLD. In addition, OLI-fed pigs showed downregulation of genes involved in neurotransmission, synaptic transmission, and nervous tissue development. Similarly, COC-fed pigs showed upregulation of neurogenesis and myelin repair genes, which caused the accumulation of medium-chain acylcarnitines in brain tissue. In conclusion, our results indicate that secondary BA levels in the FCs of NAFLD pigs are affected by dietary FA composition and are associated with metabolic and transcriptomic markers of brain injury. Dietary interventions that aim to replace saturated FAs by medium-chain or monounsaturated FAs in high-fat hypercaloric diets may have a negative effect on brain health in NAFLD patients.