Although great progresses have been made in the diagnosis and treatment of hepatocellular carcinoma (HCC), its prognostic marker remains controversial. In this current study, weighted correlation network analysis and Cox regression analysis showed significant prognostic value of five autophagy-related long non-coding RNAs (AR-lncRNAs) (including TMCC1-AS1, PLBD1-AS1, MKLN1-AS, LINC01063, and CYTOR) for HCC patients from data in The Cancer Genome Atlas. By using them, we constructed a five-AR-lncRNA prognostic signature, which accurately distinguished the high- and low-risk groups of HCC patients. All of the five AR lncRNAs were highly expressed in the high-risk group of HCC patients. This five-AR-lncRNA prognostic signature showed good area under the curve (AUC) value (AUC = 0.751) for the overall survival (OS) prediction in either all HCC patients or HCC patients stratified according to several clinical traits. A prognostic nomogram with this five-AR-lncRNA signature predicted the 3- and 5-year OS outcomes of HCC patients intuitively and accurately (concordance index = 0.745). By parallel comparison, this five-AR-lncRNA signature has better prognosis accuracy than the other three recently published signatures. Furthermore, we discovered the prediction ability of the signature on therapeutic outcomes of HCC patients, including chemotherapy and immunotherapeutic responses. Gene set enrichment analysis and gene mutation analysis revealed that dysregulated cell cycle pathway, purine metabolism, and TP53 mutation may play an important role in determining the OS outcomes of HCC patients in the high-risk group. Collectively, our study suggests a new five-AR-lncRNA prognostic signature for HCC patients.