Hepatocellular carcinoma (HCC) is the sixth most common malignant tumor, highlighting a significant need for reliable predictive models to assess clinical prognosis, disease progression, and drug sensitivity. Recent studies have highlighted the critical role of various programmed cell death pathways, including apoptosis, necroptosis, pyroptosis, ferroptosis, cuproptosis, entotic cell death, NETotic cell death, parthanatos, lysosome‐dependent cell death, autophagy‐dependent cell death, alkaliptosis, oxeiptosis, and disulfidptosis, in tumor development. Therefore, by investigating these pathways, we aimed to develop a predictive model for HCC prognosis and drug sensitivity. We analyzed transcriptome, single‐cell transcriptome, genomic, and clinical information using data from the TCGA‐LIHC, GSE14520, GSE45436, and GSE166635 datasets. Machine learning algorithms were used to establish a cell death index (CDI) with seven gene signatures, which was validated across three independent datasets, showing that high CDI correlates with poorer prognosis. Unsupervised clustering revealed three molecular subtypes of HCC with distinct biological processes. Furthermore, a nomogram integrating CDI and clinical information demonstrated good predictive performance. CDI was associated with immune checkpoint genes and tumor microenvironment components using single‐cell transcriptome analysis. Drug sensitivity analysis indicated that patients with high CDI may be resistant to oxaliplatin and cisplatin but sensitive to axitinib and sorafenib. In summary, our model offers a precise prediction of clinical outcomes and drug sensitivity for patients with HCC, providing valuable insights for personalized treatment strategies.