Hepatocellular carcinoma (HCC) is the most common form of primary liver cancer. Sorafenib, regorafenib, lenvatinib and cabozantinib are tyrosine kinase inhibitors (TKIs) that target, in part, vascular endothelial growth factor receptors, and are approved in various regions of the world for the treatment of advanced HCC. All these agents are associated with a range of adverse events (AEs) that can have a substantial impact on patients' health-related quality of life. Fatigue, diarrhoea, hand-foot skin reaction, nausea, vomiting, decreased appetite, hypertension and weight loss are among the most common AEs experienced with these four TKIs. In this review, we discuss strategies for the management of these AEs in patients with advanced HCC, with the aim of maximizing treatment benefits and minimizing the need for TKI treatment discontinuation. We also consider potential TKI-drug interactions and discuss the use of TKIs in patients with liver dysfunction or who have experienced tumour recurrence after liver transplantation. Use of appropriate AE management strategies and avoidance of contraindicated drugs should help patients with advanced HCC to achieve optimal outcomes with TKIs.