Genome changes play a crucial role in carcinogenesis, and many biomarkers can be used as effective prognostic indicators in various tumors. Although previous studies have constructed many predictive models for hepatocellular carcinoma (HCC) based on molecular signatures, the performance is unsatisfactory. Because multi-omics data can more comprehensively reflect the biological phenomenon of disease, we hope to build a more accurate predictive model by multi-omics analysis. We use the TCGA to identify crucial biomarkers and construct prognostic models through difference analysis, univariate Cox, and LASSO/stepwise Cox analysis. The performances of predictive models were evaluated and validated through survival analysis, Harrell’s concordance index (C-index), receiver operating characteristic (ROC) curve, and decision curve analysis (DCA). Multiple mRNAs, lncRNAs, miRNAs, CNV genes, and SNPs were significantly associated with the prognosis of HCC. We constructed five single-omic models, and the mRNA and lncRNA models showed good performance with c-indexes over 0.70. The multi-omics model presented a robust predictive ability with a c-index over 0.77. This study identified many biomarkers that may help study underlying carcinogenesis mechanisms in HCC. In addition, we constructed multiple single-omic models and an integrated multi-omics model that may provide practical and reliable guides for prognosis assessment.