The last episode of the Lion Guard, "Paintings and Predictions", featured Bungaa incorrectly interpreting Rafiki's paintings showing the history of the Pride Lands as predicting the future. One of the paintings depicts a male lion cub, innitially thought to be Kion, falling from a tree. The cub can be seen to have yellow fur and a red mane tuft.

Later, Rafiki reveals that this cub was NOT Kion, but rather Kion's grandfather, Nala's father.

This proves that Nala's father is NOT, as commonly suspected, Scar, but was instead, an orphaned cub found by a previous Lion Guard and taken in by the Pride Landers during the time of Ahadi and Uru(Mufasa and Scar's parents/Kion's great-grandparents). In addition, this proves that Simba and Nala are NOT related in ANY WAY.

(Edit: Sorry, forgot we have a Lion Guard forum now. You can move/delete this as needed.)