Hepatocellular carcinoma (HCC) is the fourth leading cause of cancer-related death worldwide. HCC patients may benefit from liver transplantation, hepatic resection, radiofrequency ablation, transcatheter arterial chemoembolization, and targeted therapies. The increased infiltration of immunosuppressive immune cells and the elevated expression of immunosuppressive factors in the HCC microenvironment are the main culprits of the immunosuppressive nature of the HCC milieu. The immunosuppressive tumor microenvironment can substantially attenuate antitumoral immune responses and facilitate the immune evasion of tumoral cells. Immunotherapy is an innovative treatment method that has been promising in treating HCC. Immune checkpoint inhibitors (ICIs), adoptive cell transfer (ACT), and cell-based (primarily dendritic cells) and non-cell-based vaccines are the most common immunotherapeutic approaches for HCC treatment. However, these therapeutic approaches have not generally induced robust antitumoral responses in clinical settings. To answer to this, growing evidence has characterized immune cell populations and delineated intercellular cross-talk using single-cell RNA sequencing (scRNA-seq) technologies. This review aims to discuss the various types of tumor-infiltrating immune cells and highlight their roles in HCC development. Besides, we discuss the recent advances in immunotherapeutic approaches for treating HCC, e.g., ICIs, dendritic cell (DC)-based vaccines, non-cell-based vaccines, oncolytic viruses (OVs), and ACT. Finally, we discuss the potentiality of scRNA-seq to improve the response rate of HCC patients to immunotherapeutic approaches.