Advanced hepatocellular carcinoma (HCC) has a very low resectable rate. This meta-analysis aimed to compare efficacy of three combination strategies in treatment of advanced unresectable HCC with a view of guiding future selection of the best combination therapy for sorafenib and local therapy. A search was conducted to identify relevant literature published between April 2013 and May 2022, and then compared efficacy of sorafenib combined with external radiotherapy (SOF + RT), sorafenib with transarterial chemoembolization (SOF + TACE), sorafenib with hepatic artery infusion chemotherapy (SOF + HAIC), sorafenib (SOF), external radiotherapy (RT), transarterial chemoembolization (TACE), and hepatic artery infusion chemotherapy (HAIC) were studied and analyzed. Finally, the results were statistically analyzed using R 3.5.3 software and Stata/SE 15.0 software. A total of 46 studies, involving 7595 patients, were included in the meta-analysis. Analysis of overall survival (OS) and progression-free survival (PFS) of seven related treatment interventions revealed that the combination therapy had significantly higher efficacy than monotherapies. Among the combination therapies, SOF + RT was associated with the best OS and PFS rates, and the least adverse events compared to the other treatment modalities. The efficacy of combination therapy was better than monotherapy. In combination therapy, the overall survival time and progression-free survival time of SOF + RT were longer, and the adverse reactions were less. Therefore, SOF + RT may be the best choice for sorafenib combined with local therapy.