Radiofrequency ablation (RFA) is a radical treatment modality for early stage hepatocellular carcinoma (HCC). In addition to direct elimination of tumor cells, RFA induces changes in infiltrating cells within the liver tumor immune microenvironment (TIME), thereby eliciting anti-tumor immune effects. Moreover, incomplete RFA (IRFA) leads to tumor recurrence and metastasis by inducing an immunosuppressive microenvironment. Immunotherapy is a systemic treatment that enhances anti-tumour immune responses to treat HCC. So, influencing the TIME makes it possible to combine RFA and immunotherapy, which may significantly enhance the anti-tumor immune function to attack residual tumor cells. This may become one of the important means to reduce the recurrence rate after RFA. This review discusses the impact of RFA on TIME of HCC, and the immune-related mechanisms leading to tumor cell survival and invasion after IRFA. Finally, we summarize the alterations in the TIME and treatment outcomes of combining RFA with immunotherapy in HCC, aiming to provide new insights and references for improving the effectiveness of RFA.