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Hepatocellular carcinoma (HCC) is the most common gastrointestinal tumor with a poor prognosis, which is associated with poor differentiation of tumor cells. However, the potential value of cell differentiation-related molecules in predicting the benefit and prognosis of immune checkpoint inhibitors (ICI) therapy remains unknown. Herein, to investigate the differentiation trajectory of HCC cells and their clinical significance, a differentiation-related gene prognostic index (DRGPI) based on HCC differentiation-related genes (HDRGs) was constructed to elucidate the immune characteristics and therapeutic benefits of ICI in the HCC subgroup defined by DRGPI. Single-cell RNA sequencing (scRNA-seq) and bulk RNA-seq data from four HCC samples were integrated for bioinformatics analysis. Then, PON1, ADH4, SQSTM1, HSP90AA1, and STMN1 were screened out to construct a DRGPI. More intriguingly, RT-qPCR validation of the expression of these genes yielded consistent results with the TCGA database. Next, the risk scoring (RS) constructed based on DRGPI suggested that the overall survival (OS) of the DRGPI-high patients was significantly worse than that of the DRGPI-low patients. A nomogram was constructed based on DRGPI-RS and clinical characteristics, which showed strong predictive performance and high accuracy. The comprehensive results indicated that a low DRGPI score was associated with low TP53 mutation rates, high CD8 T cell infiltration, and more benefit from ICI therapy. Homoplastically, the high DRGPI score reflected the opposite results. Taken together, our study highlights the significance of HCC cell differentiation in predicting prognosis, indicating immune characteristics, and understanding the therapeutic benefits of ICI, and suggests that DRGPI is a valuable prognostic biomarker for HCC. [ABSTRACT FROM AUTHOR]