Hepatocellular carcinoma (HCC) is considered one of the most aggressive tumors worldwide. The consumption of lipid-enriched diets, mainly high cholesterol, induces oxidative stress and chronic inflammation, leading to HCC progression. Moreover, fatty acids and cholesterol could display differential responses on immune cells inside the tumor immune microenvironment (TIME). Tumor-associated macrophages (TAMs) represent one of the most critical leukocytes in the tumor microenvironment (TME) displaying pro-tumoral responses and one of the mainly cholesterol donors to cancer cells. Immunotherapy or cholesterol regulators, alone or combined, would represent an effective strategy for HCC treatment. Nonetheless, steatotic etiology from non-alcoholic fatty liver disease (NAFLD)-HCC tumors has been unexpectedly resulting in highly aggressive behavior.