Key Points Question Can deep learning recurrent neural network (RNN) models using raw longitudinal data extracted directly from electronic health records outperform conventional regression models in predicting the risk of developing hepatocellular carcinoma (HCC)? Findings This prognostic study included 48 151 patients with hepatitis C virus (HCV)–related cirrhosis in the national Veterans Health Administration who had at least 3 years of follow-up after the diagnosis of cirrhosis. Deep learning RNN models outperformed conventional linear regression models and could be used to identify patients with HCV-related cirrhosis at high risk of developing HCC. Meaning The findings of this study suggest that RNN models could have multiple applications in clinical practice and could be applied to HCC outreach and surveillance strategies., This prognostic study examines whether deep learning recurrent neural network (RNN) models that use raw longitudinal data extracted directly from electronic health records outperform conventional regression models in predicting the risk of developing hepatocellular carcinoma (HCC)., Importance Deep learning, a family of machine learning models that use artificial neural networks, has achieved great success at predicting outcomes in nonmedical domains. Objective To examine whether deep learning recurrent neural network (RNN) models that use raw longitudinal data extracted directly from electronic health records outperform conventional regression models in predicting the risk of developing hepatocellular carcinoma (HCC). Design, Setting, and Participants This prognostic study included 48 151 patients with hepatitis C virus (HCV)–related cirrhosis in the national Veterans Health Administration who had at least 3 years of follow-up after the diagnosis of cirrhosis. Patients were identified by having at least 1 positive HCV RNA test between January 1, 2000, to January 1, 2016, and were followed up from the diagnosis of cirrhosis to January 1, 2019, for the development of incident HCC. A total of 3 models predicting HCC during a 3-year period were developed and compared, as follows: (1) logistic regression (LR) with cross-sectional inputs (cross-sectional LR); (2) LR with longitudinal inputs (longitudinal LR); and (3) RNN with longitudinal inputs. Data analysis was conducted from April 2018 to August 2020. Exposures Development of HCC. Main Outcomes and Measures Area under the receiver operating characteristic curve, area under the precision-recall curve, and Brier score. Results During a mean (SD) follow-up of 11.6 (5.0) years, 10 741 of 48 151 patients (22.3%) developed HCC (annual incidence, 3.1%), and a total of 52 983 samples (51 948 [98.0%] from men) were collected. Patients who developed HCC within 3 years were older than patients who did not (mean [SD] age, 58.2 [6.6] years vs 56.9 [6.9] years). RNN models had superior mean (SD) area under the receiver operating characteristic curve (0.759 [0.009]) and mean (SD) Brier score (0.136 [0.003]) than cross-sectional LR (0.689 [0.009] and 0.149 [0.003], respectively) and longitudinal LR (0.682 [0.007] and 0.150 [0.003], respectively) models. Using the RNN model, the samples with the mean (SD) highest 51% (1.5%) of HCC risk, in which 80% of all HCCs occurred, or the mean (SD) highest 66% (1.2%) of HCC risk, in which 90% of all HCCs occurred, could potentially be targeted. Among samples from patients who achieved sustained virologic response, the performance of the RNN models was even better (mean [SD] area under receiver operating characteristic curve, 0.806 [0.025]; mean [SD] Brier score, 0.117 [0.007]). Conclusions and Relevance In this study, deep learning RNN models outperformed conventional LR models, suggesting that RNN models could be used to identify patients with HCV-related cirrhosis with a high risk of developing HCC for risk-based HCC outreach and surveillance strategies.