Accumulating evidence shows that immunogenic cell death (ICD) enhances immunotherapy effectiveness. In this study, we aimed to develop a prognostic model combining ICD, immunity, and long non-coding RNA biomarkers for predicting hepatocellular carcinoma (HCC) outcomes. Immune- and immunogenic cell death-related lncRNAs (IICDLs) were identified from The Cancer Genome Atlas and Ensembl databases. IICDLs were extracted based on the results of differential expression and univariate Cox analyses and used to generate molecular subtypes using ConsensusClusterPlus. We created a prognostic signature based on IICDLs and a nomogram based on risk scores. Clinical characteristics, immune landscapes, immune checkpoint blocking (ICB) responses, stemness, and chemotherapy responses were also analyzed for different molecular subtypes and risk groups. A total of 81 IICDLs were identified, 20 of which were significantly associated with overall survival (OS) in patients with HCC. Cluster analysis divided patients with HCC into two distinct molecular subtypes (C1 and C2), with patients in C1 having a shorter survival time than those in C2. Four IICDLs (TMEM220-AS1, LINC02362, LINC01554, and LINC02499) were selected to develop a prognostic model that was an independent prognostic factor of HCC outcomes. C1 and the high-risk group had worse OS (hazard ratio > 1.5, p < 0.01), higher T stage (p < 0.05), higher clinical stage (p < 0.05), higher pathological grade (p < 0.05), low immune cell infiltration (CD4+ T cells, B cells, macrophages, neutrophils, and myeloid dendritic cells), low immune checkpoint gene expression, poor response to ICB therapy, and high stemness. Different molecular subtypes and risk groups showed significantly different responses to several chemotherapy drugs, such as doxorubicin (p < 0.001), 5-fluorouracil (p < 0.001), gemcitabine (p < 0.001), and sorafenib (p < 0.01). Our study identified molecular subtypes and a prognostic signature based on IICDLs that could help predict the clinical prognosis and treatment response in patients with HCC.