Current treatments for hepatocellular carcinoma (HCC) are less effective and prone to recurrence after surgery, so it's needed to seek new ideas for its therapy. Tumour immune microenvironment (TME) is crucial for the pathogenesis, development and metastasis of HCC. Interactions between immune cells and tumour cells significantly impact responses to immunotherapies and patient prognosis. In recent years, immunotherapies for HCC have shown promising potential, but the response rate is still unsatisfactory. Understanding their cross-talks is helpful for selecting potential therapeutic targets, predicting immunotherapy responses, determining immunotherapy efficacy, identifying prognostic markers and selecting individualized treatment options. In this paper, we reviewed the research advances on the roles of immune cells and multi-omic research associated with HCC pathogenesis and therapy, and future perspectives on TME.