The importance of Diffusion Weighted Imaging (DWI) in hepatocellular carcinoma (HCC) has been widely handled in the literature. Due to the mono-exponential model limitations, several studies recently investigated the role of non-Gaussian DWI models in HCC. However, their results are variable and inconsistent. Therefore, the aim of this systematic review is to summarize current knowledge on non-Gaussian DWI techniques in HCC. A systematic search of the literature, including PubMed, Google Scholar, MEDLINE, and ScienceDirect databases, was performed to identify original articles since 2010 that evaluated the role of non-Gaussian DWI models for HCC diagnosis, grading, response to treatment, and prognosis. Studies were grouped and summarized according to the non-Gaussian DWI models investigated. We focused on the most used non-Gaussian DWI models (Intravoxel Incoherent Motion (IVIM), Diffusion Kurtosis Imaging (DKI), and Stretched Exponential—SE). The quality of included studies was evaluated by using QUADAS-2 and QUIPS tools. Forty-three articles were included, with IVIM and DKI being the most investigated models. Although the role of non-Gaussian DWI models in clinical settings has not fully been established, our findings showed that their parameters may potentially play a role in HCC. Further studies are required to identify a standardized DWI acquisition protocol for HCC diagnosis, grading, response to treatment, and prognosis.