Objective: Hepatocellular carcinoma (HCC) is heterogeneous, especially in multifocal tumours, which decreases the efficacy of clinical treatments. Understanding tumour heterogeneity is critical when developing novel treatment strategies. However, a comprehensive investigation of tumour heterogeneity in HCC is lacking, and the available evidence regarding tumour heterogeneity has not led to improvements in clinical practice. Design: We harvested 42 samples from eight HCC patients and evaluated tumour heterogeneity using whole-exome sequencing, RNA sequencing, mass spectrometry-based proteomics and metabolomics, cytometry by time-of-flight, and single-cell analysis. Immunohistochemistry and quantitative polymerase chain reactions were performed to confirm the expression levels of genes. Three independent cohorts were further used to validate the findings. Results: Tumour heterogeneity is considerable with regard to the genomes, transcriptomes, proteomes, and metabolomes of lesions and tumours. The immune status of the HCC microenvironment was relatively less heterogenous. Targeting local immunity could be a suitable intervention with balanced precision and practicability. By clustering immune cells in the HCC microenvironment, we identified three distinctive HCC subtypes with immunocompetent, immunodeficient, and immunosuppressive features. We further revealed the specific metabolic features and cytokine/chemokine expression levels of the different subtypes. Determining the expression levels of CD45 and Foxp3 using immunohistochemistry facilitated the correct classification of HCC patients and the prediction of their prognosis. Conclusion: There is comprehensive intratumoral and intertumoral heterogeneity in all dimensions of HCC. Based on the results, we propose a novel immunophenotypic classification of HCCs that facilitates prognostic prediction and may support decision making with regard to the choice of therapy. © Author(s) (or their employer(s)) 2019. Re-use permitted under CC BY-NC. No commercial re-use. See rights and permissions. Published by BMJ.