Hepatocellular carcinoma (HCC) is the most frequent type of primary liver cancer. Early-stage detection plays an essential role in making treatment decisions and identifying dominant molecular mechanisms. We utilized machine learning algorithms to find significant mRNAs and microRNAs (miRNAs) at the early and late stages of HCC. First, pre-processing approaches, including organization, nested cross-validation, cleaning, and normalization were applied. Next, the t-test/ANOVA methods and binary particle swarm optimization were used as a filter and wrapper method in the feature selection step, respectively. Then, classifiers, based on machine learning and deep learning algorithms were utilized to evaluate the discrimination power of selected features (mRNAs and miRNAs) in the classification step. Finally, the association rule mining algorithm was applied to selected features for identifying key mRNAs and miRNAs that can help decode dominant molecular mechanisms in HCC stages. The applied methods could identify key genes associated with the early (e.g., Vitronectin, thrombin-activatable fibrinolysis inhibitor, lactate dehydrogenase D (LDHD), miR-590) and late-stage (e.g., SPRY domain containing 4, regucalcin, miR-3199-1, miR-194-2, miR-4999) of HCC. This research could establish a clear picture of putative candidate genes, which could be the main actors at the early and late stages of HCC.