Hepatocellular carcinoma (HCC), the predominant form of primary liver cancer, is the sixth most common cancer worldwide and the third leading cause of cancer-related death. The difficulty to diagnose early cancer stages, the aggressive behaviors of HCC, and the poor effectiveness of therapeutic treatments, represent the reasons for the quite similar deaths per year and incidence number. Considering the fact that the diagnosis of HCC typically occurs in the advanced stages of the disease when the therapeutic options have only modest efficacy, the possibility to identify early diagnostic markers could be of significant benefit. So far, a large number of biomarkers have been associated to HCC progression and aggressiveness, but many of them turned out not to be of practical utility. This is the reason why active investigations are ongoing in this field. Given the huge amount of published works aimed at the identification of HCC biomarkers, in this review we mainly focused on the data published in the last year, with particular attention to the role of (1) molecular and biochemical cellular markers; (2) micro-interfering RNAs; (3) epigenetic variations; and (4) tumor stroma. It is worth mentioning that a significant number of the HCC markers described in the present review may be utilized also as targets for novel therapeutic approaches, indicating the tight relation between diagnosis and therapy. In conclusion, we believe that integrated researches among the different lines of investigation indicated above should represent the winning strategies to identify effective HCC markers and therapeutic targets.