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Background High-fat diet (HFD) exposure has been associated with an increased risk of gastrointestinal (GI) cancers; however, the metabolic and inflammatory mechanisms underlying this association remain incompletely understood. Identifying clinically accessible biomarkers that capture diet-induced metabolic stress may improve early risk stratification and prevention strategies. Methods Data were obtained from the National Health and Nutrition Examination Survey (NHANES, 2003–2020) and the Global Burden of Disease (GBD) 2021 dataset. HFD-related metabolic exposure was characterized using eight lipid-related obesity indices, including body mass index (BMI), waist-to-height ratio (WHtR), lipid accumulation product (LAP), visceral adiposity index (VAI), triglyceride–glucose index (TyG), TyG–WHtR, waist circumference (WC), and TyG–BMI. Threshold effects of TyG were evaluated, and mediation analyses were performed to assess the roles of the systemic immune-inflammation index (SII) and neutrophil-to-lymphocyte ratio (NLR). Complementary animal experiments were conducted to examine changes in TyG levels, gastrointestinal histopathology, and serum carbohydrate antigen 19–9 (CA19-9). Results Elevated TyG levels were significantly associated with increased GI cancer risk. A nonlinear relationship was identified, with a threshold effect at TyG = 9.657; below this threshold, the association exhibited a dose-dependent pattern. Mediation analyses indicated that SII and NLR partially mediated the TyG–GI cancer association, accounting for 1.6 and 2.8% of the total effect, respectively. Stratified analyses revealed significant heterogeneity across demographic subgroups. In animal models, HFD exposure resulted in elevated TyG levels, gastrointestinal mucosal injury, and increased tumor-associated biomarkers, consistent with the development of precancerous lesions. Conclusion The findings identify the TyG index as a practical and biologically relevant marker linking HFD-induced metabolic dysregulation to GI cancer risk, with systemic inflammation serving as a partial mediator. The integration of population-based analyses with experimental evidence underscores the potential utility of TyG in metabolic risk assessment and precision prevention strategies for GI cancers.