Representing the fourth leading cause of cancer-related mortality worldwide, liver cancers constitute a major global health concern. Hepatocellular carcinoma (HCC), the most frequent type of liver cancer, is associated with dismal survival outcomes and has traditionally had few treatment options available. In fact, up until 2017, treatment options for advanced HCC were restricted to broad acting tyrosine kinase inhibitors, including Sorafenib, which has been the standard of care for over a decade. Since 2017, a multitude of mono- and combination immunotherapies that include pembrolizumab, nivolumab, ipilumumab, atezolizumab, and bevacizumab have been FDA-approved for the treatment of advanced HCC with unprecedented response rates ranging from 20 to 30% of patients. However, this also means that ~70% of patients do not respond to this treatment and currently very little is known regarding mechanisms of action of these immunotherapies as well as predictors of response to facilitate patient stratification. With the recent success of immunotherapies in HCC, there is a pressing need to understand mechanisms of tumor immune evasion and resistance to these immunotherapies in order to identify biomarkers of resistance or response. This will enable better patient stratification as well as the rational design of combination immunotherapies to restore sensitivity in resistant patients. The aim of this review is to summarize the current knowledge to date of tumor-intrinsic mechanisms of immune escape in liver cancer, specifically in the context of HCC.