The incidence of hepatocellular carcinoma (HCC) is increasing, and 40% of patients are diagnosed at advanced stages. Over the past 5 years, the number of clinically available treatments has dramatically increased for HCC, making patient management particularly complex. Immune checkpoint inhibitors (ICIs) have improved the overall survival of patients, showing a durable treatment benefit over time and a different response pattern with respect to tyrosine kinase inhibitors (TKIs). Although there is improved survival in responder cases, a sizeable group of patients are primary progressors or are ineligible for immunotherapy. Indeed, patients with nonviral etiologies, such as nonalcoholic steatohepatitis (NASH), and alterations in specific driver genes might be less responsive to immunotherapy. Therefore, improving the comprehension of mechanisms of drug resistance and identifying biomarkers that are informative of the best treatment approach are required actions to improve patient survival. Abundant evidence indicates that noncoding RNAs (ncRNAs) are pivotal players in cancer. Molecular mechanisms through which ncRNAs exert their effects in cancer progression and drug resistance have been widely investigated. Nevertheless, there are no studies summarizing the synergistic effect between ncRNA-based strategies and TKIs or ICIs in the preclinical setting. This review aims to provide up-to-date information regarding the possible use of ncRNAs as therapeutic targets in association with molecular-targeted agents and immunotherapies and as predictive tools for the selection of optimized treatment options in advanced HCCs.