The INK4 family is an important family of cyclin-dependent kinase inhibitors and consists of CDKN2A, CDKN2B, CDKN2, and CDKN2D. Abnormal expression of CDKN2A has been reported in hepatocellular carcinoma (HCC) and is associated with the prognosis of patients and infiltration of immune cells. However, there is a lack of systematic research on the roles of the other INK4 family members in the diagnosis, prognosis, and immune regulation of HCC. Using online public databases and clinical samples, we comprehensively analyzed the INK4 family in HCC. All four INK4 proteins were overexpressed in HCC and correlated with advanced cancer stage and poor prognosis. INK4 expression accurately distinguished tumor from normal tissue, particularly CDKN2A and CDKN2C. The INK4 family participated in cell-cycle regulation and the DNA damage repair pathway, which inhibited genotoxic-induced apoptosis in tumorigenesis. INK4 proteins were positively correlated with the infiltration of immune cells (B cells, CD8+ T cells, CD4+ T cells, macrophages, neutrophils, and dendritic cells) and immune checkpoints (CTLA-4, PD1, and PD-L1). CDKN2D had the highest correlation (correlation coefficient >0.3) with all the above-mentioned infiltrating immune cells and immune checkpoints, indicating that it may be useful as an immunotherapy target. The INK4 family was valuable for diagnosis and predicting the prognosis of HCC and participated in the occurrence, progression, and immune regulation of HCC, demonstrating its potential as a diagnostic and prognostic biomarker and therapeutic target in HCC.