Liver functional failure is one of the leading causes of cancer-related death. Primary liver tumors grow up mainly in the liver, and thus happens for liver metastases deriving from other organs having a lower burden of disease at the primary site. Systemic chemotherapy usually offers a modest benefit in terms of disease control rate, progression-free survival, and overall survival at the cost of a significant percentage of adverse events. Liver malignancies are mostly perfused by the hepatic artery while the normal liver parenchyma by the portal vein network. On these bases, the therapeutic strategy consisting of hepatic arterial infusion (HAI) of chemotherapy takes place. In literature, HAI chemotherapy was applied for the treatment of advanced hepatobiliary cancers with encouraging results. Different chemotherapeutic agents were used such as Oxaliplatin, Cisplatin, Gemcitabine, Floxuridine, 5-Fluorouracil, Epirubicin, individually or in combination. However, the efficacy of this treatment strategy remains controversial. Therefore, this review aims to summarize the current knowledge on this approach from different points of view, such as techniques, drugs pharmacology and pharmacokinetics, and clinical outcomes for advanced hepatobiliary cancers.