Hepatocellular carcinoma (HCC) is a prevalent malignant tumor worldwide, with an unsatisfactory prognosis, although treatments are improving. One of the main challenges for the treatment of HCC is the prevention or management of recurrence and metastasis of HCC. It has been found that chemokines and their receptors serve a pivotal role in HCC progression. In the present review, the literature on the multifactorial roles of exosomes in HCC from PubMed, Cochrane library and Embase were obtained, with a specific focus on the functions and mechanisms of chemokines in HCC. To date, >50 chemokines have been found, which can be divided into four families: CXC, CX3C, CC and XC, according to the different positions of the conserved N-terminal cysteine residues. Chemokines are involved in the inflammatory response, tumor immune response, proliferation, invasion and metastasis via modulation of various signaling pathways. Thus, chemokines and their receptors directly or indirectly shape the tumor cell microenvironment, and regulate the biological behavior of the tumor. In addition, the potential application of chemokines in chemotaxis of exosomes as drug vehicles is discussed. Exosomes containing chemokines or expressing receptors for chemokines may improve chemotaxis to HCC and may thus be exploited for targeted drug delivery.