The Chemokine-like factor (CKLF)-like MARVEL transmembrane domain-containing (CMTM) family, comprising nine members, is involved in the tumorigenesis and progression of various cancers. However, the expression profiles and clinical significance of CMTM family members in hepatocellular carcinoma (HCC) are not fully clarified. In this study, the RNA-sequencing and clinical data were downloaded from The Cancer Genome Atlas (TCGA) databases. The Kaplan–Meier method and the Cox proportional hazards regression analysis were used to evaluate the prognostic significance of CMTM family members. Single-sample gene set enrichment analysis (ssGSEA) and ESTIMATE algorithms were employed to explore the relationship between CMTM family genes and the tumor microenvironment in HCC. Finally, the prognostic CMTM family gene expression was further validated by quantitative real-time polymerase chain reaction (qRT-PCR) and immunohistochemical (IHC) staining in clinical HCC tissue specimens. The results indicated that, compared with normal tissues, the expression of CKLF, CMTM1, CMTM3, CMTM4, CMTM7, and CMTM8 were significantly upregulated in HCC, while the expression of CMTM2, CMTM5, and CMTM6 were significantly downregulated in HCC. Univariate and multivariate Cox regression analysis demonstrated that CKLF was an independent prognostic biomarker for the overall survival (OS) of HCC patients. In HCC, the expression of CKLF was found to be correlated with immune cell infiltration, immune-related functions, and immune checkpoint genes. The qRT-PCR and IHC confirmed that CKLF was highly expressed in HCC. Overall, this research suggested that CKLF is involved in immune cell infiltration and may serve as a critical prognostic biomarker, which provides new light on the therapeutics for HCC.