Advanced hepatocellular carcinoma (HCC) with vascular invasion and/or extrahepatic spread and preserved liver function, according to stage C of the Barcelona Clinic Liver Cancer (BCLC) classification, has a dismal prognosis. The multi-targeted tyrosine-kinase receptor inhibitor (TKI) sorafenib is the only proven active substance in systemic HCC therapy for first-line treatment. In this review, we summarize current aspects in patient selection and management of side effects, and provide an update on response evaluation during first-line sorafenib therapy. Since second-line treatment options have been improved with the successful completion of the RESORCE trial, demonstrating a survival benefit for second-line treatment with the TKI regorafenib, response monitoring during first-line therapy will be critical to deliver optimal systemic therapy in HCC. To this regard, specific side effects, in particular worsening of arterial hypertension and diarrhea, might suggest treatment response during first-line sorafenib therapy; however, clear predictive clinical markers, as well as laboratory test or serum markers, are not established. Assessment of radiologic response according to the modified Response Evaluation Criteria in Solid Tumors (mRECIST) is helpful to identify patients who do not benefit from sorafenib treatment.