Despite advances in biomedicine, the incidence and the mortality of hepatocellular carcinoma (HCC) remain high. The majority of HCC cases are diagnosed in later stages leading to the less than optimal outcome of the treatments. Molecular targeted therapy with sorafenib, a dual-target inhibitor targeting the serine-threonine kinase Raf and the tyrosine kinases VEGFR/PDGFR, is at present the main treatment for advanced-stage HCC, either in a single or combinatory regimen. However, it was observed in a large number of patients that its effectiveness is hampered by drug resistance. HCC is highly heterogeneous, within the tumor and among individuals, and this influences disease progression, classification, prognosis, and naturally cellular susceptibility to drug resistance. This review aims to provide an insight on how HCC heterogeneity influences the different primary mechanisms of chemoresistance against sorafenib including reduced drug intake, enhanced drug efflux, intracellular drug metabolism, alteration of molecular targets, activation/inactivation of signaling pathways, changes in the DNA repair machinery, and negative balance between apoptosis and survival of the cancer cells. The diverse variants, mutations, and polymorphisms in molecules and their association with drug response can be a helpful tool in treatment decision making. Accordingly, the existence of heterogeneous biomarkers in the tumor must be considered to strengthen multi-target strategies in patient-tailored treatment.