The molecular understanding of human health and disease has greatly improved with the advance of modern technologies for measuring the human genome, gene expression, metabolites, and microbiome. However, many relationships between the human organism, the microscopic organisms within us, and our lifestyle are still unknown. In this thesis we made use of high dimensional data to further our understanding of this complex interplay. We summarized the scientific literature regarding the gut microbiome and exercise in Non-Alcoholic Fatty Liver Disease (NAFLD), where we concluded that the literature is quite discordant, and that more causal studies are needed. In chapter III, we characterized the relationship between diet, physical activity and the gut microbiome. In chapter IV, we found that the gut microbiome composition of people without clinical thyroid disease, though with thyroid antibodies, is remarkably similar to the gut microbiome of a healthy population. In chapter V, we identified gut bacterial networks that are associated with cardiovascular disease risk. In chapter VI, we characterized NAFLD patients following a high-intensity internal training intervention. The exercise program had a large effect on muscle gene expression, however, it did not improve NAFLD parameters. In chapter VII, we analyzed the relationship between the gut microbiome and the human genome in a large multi-ethnic cohort. We demonstrated that genetic variants relating to the immune system were associated with the gut microbiome. In chapter VIII, we identified links between genetic variants in the FHL2 gene and a pro-diabetogenic lipid profile.