A number of studies are underway to gain a better understanding of the role of immunity in the pathogenesis of hepatocellular carcinoma and to identify subgroups of individuals who may benefit the most from systemic therapy according to the etiology of their tumor. Human leukocyte antigens play a key role in antigen presentation to T cells. This is fundamental to the host’s defense against pathogens and tumor cells. In addition, HLA-specific interactions with innate lymphoid cell receptors, such those present on natural killer cells and innate lymphoid cell type 2, have been shown to be important activators of immune function in the context of several liver diseases. More recent studies have highlighted the key role of members of the non-classical HLA-Ib and the transcript adjacent to the HLA-F locus, FAT10, in hepatocarcinoma. The present review analyzes the major contribution of these molecules to hepatic viral infection and hepatocellular prognosis. Particular attention has been paid to the association of natural killer and Vδ2 T-cell activation, mediated by specific HLA class Ib molecules, with risk assessment and novel treatment strategies to improve immunotherapy in HCC.