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Summary: Combination therapy (lenvatinib/programmed death-1 inhibitor) is effective for treating unresectable hepatocellular carcinoma (uHCC). We reveal that responders have better overall and progression-free survival, as well as high tumor mutation burden and special somatic variants. We analyze the proteome and metabolome of 82 plasma samples from patients with hepatocellular carcinoma (HCC; n = 51) and normal controls (n = 15), revealing that individual differences outweigh treatment differences. Responders exhibit enhanced activity in the alternative/lectin complement pathway and higher levels of lysophosphatidylcholines (LysoPCs), predicting a favorable prognosis. Non-responders are enriched for immunoglobulins, predicting worse outcomes. Compared to normal controls, HCC plasma proteins show acute inflammatory response and platelet activation, while LysoPCs decrease. Combination therapy increases LysoPCs/phosphocholines in responders. Logistic regression/random forest models using metabolomic features achieve good performance in the prediction of responders. Proteomic analysis of cancer tissues unveils molecular features that are associated with side effects in responders receiving combination therapy. In conclusion, our analysis identifies plasma features associated with uHCC responders to combination therapy.