An early diagnosis of hepatocellular carcinoma (HCC) followed by effective treatment is currently critical for improving the prognosis and reducing the associated economic burden. Alpha-fetoprotein (AFP) is the most widely used biomarker for HCC diagnosis. Based on elevated serum AFP levels as well as typical imaging features, AFP-positive HCC (APHC) can be easily diagnosed, but AFP-negative HCC (ANHC) is not easily detected due to lack of ideal biomarkers and thus mainly reliance on imaging. Imaging for the diagnosis of ANHC is probably insufficient in sensitivity and/or specificity because most ANHC tumors are small and early-stage HCC, and it is involved in sophisticated techniques and high costs. Moreover, ANHC accounts for nearly half of HCC and exhibits a better prognosis compared with APHC. Therefore, the diagnosis of ANHC in clinical practice has been a critical issue for the early treatment and prognosis improvement of HCC. In recent years, tremendous efforts have been made to discover new biomarkers complementary to AFP for HCC diagnosis. In this review, we systematically review and discuss the recent advances of blood biomarkers for HCC diagnosis, including DNA biomarkers, RNA biomarkers, protein biomarkers, and conventional laboratory metrics, focusing on their diagnostic evaluation alone and in combination, in particular on their diagnostic performance for ANHC.