Hepatocellular carcinoma (HCC) is a highly lethal malignancy associated with poor prognosis due to late-stage diagnosis and high recurrence rates. The MEX3 family genes has been implicated in various cancers; however, their roles in HCC remain largely unexplored. This study aims to systematically analyze the expression patterns, prognostic significance, and immune-related functions of MEX3A, MEX3B, MEX3C, and MEX3D in HCC using comprehensive bioinformatics approaches. We conducted a multi-level bioinformatics analysis to investigate the expression, prognostic significance, clinicopathological correlations, genetic alterations, immune associations, and functional mechanisms of MEX3 family members in HCC. Transcriptomic data from TCGA and GEO databases, along with experimental validation via qRT-PCR and Western blotting, were used to assess expression profiles. Kaplan-Meier, ROC curve, and Cox regression analyses were employed for prognostic evaluation. Co-expression, enrichment, and immune infiltration analyses further elucidated the functional and immunological relevance of MEX3 family genes. A prognostic model based on co-expressed genes was constructed and validated using LASSO and time-dependent ROC analyses. MEX3A, MEX3B, MEX3C, and MEX3D were significantly upregulated in HCC tissues compared to normal liver tissues (P < 0.05). ROC curve analysis demonstrated high diagnostic accuracy, particularly for MEX3A (AUC = 0.915). Kaplan-Meier survival analysis indicated that elevated MEX3A and MEX3C expression was associated with poorer overall survival (OS) and disease-specific survival (DSS) (P < 0.05). Mutation analysis revealed that MEX3A exhibited the highest alteration frequency (11%), primarily through gene amplifications. Immune infiltration analysis demonstrated significant correlations between MEX3 expression and multiple immune cell populations, including regulatory T cells (Tregs), cytotoxic T cells, and macrophages. Moreover, MEX3B, MEX3C, and MEX3D expression correlated with key immune checkpoint genes, including PDCD1, CD274, and CTLA4. Functional enrichment analysis revealed that MEX3 co-expressed genes were significantly involved in RNA metabolism, immune response regulation, and oncogenic signaling pathways. A 17-gene MEX3 co-expression-based prognostic model stratified patients into high- and low-risk groups with significantly different survival outcomes (AUC = 0.791 at 1 year). This study highlights the oncogenic potential of MEX3 family members in HCC and their associations with immune regulation. The findings suggest that MEX3 family genes could serve as potential biomarkers for HCC prognosis and immunotherapy responsiveness. Further experimental validation is warranted to elucidate the mechanistic roles of MEX3 family genes in HCC progression and immune evasion.