The incidence and lethality of hepatocellular carcinoma (HCC) are increasing annually, and traditional treatments have been proven to be ineffective for patients with advanced stages of the disease. In recent years, immune checkpoint therapy has rapidly evolved, demonstrating promising results across a wide range of cancers and offering new hope for cancer treatment. However, the efficacy of immune checkpoint therapy in HCC varies greatly among individuals, with only a small proportion of HCC patients responding positively. A major cause of immune resistance and poor efficacy in HCC patients is immune evasion, which is often due to insufficient infiltration of immune cells. Understanding the mechanisms underlying immune evasion is crucial for enhancing the efficacy of immune therapies. In this review, we aim to summarize the mechanisms of immune evasion observed during immune checkpoint therapy and discuss future directions for this therapeutic approach. Our goal is to provide insights that could help overcome immune evasion, thereby improving the efficacy of immune therapies and extending patient survival time.