Intra-arterial therapies (IATs) play a major role in the treatment of patients with unresectable hepatocellular carcinoma. Over the last three decades, multiple loco-regional approaches such as transarterial chemoembolization or radioembolization were shown to effectively achieve local tumor control, offering significant survival benefits for selected patients with intermediate to advanced-stage disease (Barcelona Clinic Liver Cancer stage B and C). These therapies provide a dual benefit of safely delivering a highly cytotoxic payload directly to the tumor while reducing systemic toxicity. This capability maintained the advantage of IATs over conventional systemic chemotherapy. The introduction of sorafenib as a systemically applicable drug, the first of its kind to provide survival benefits by means of oral monotherapy, contributed to a paradigm change. The idea of combining this novel agent with IATs seemed intriguing, and a variety of national and international clinical trials were initiated to explore the potential benefits of this exciting new option. A plethora of preliminary data has been made available throughout the last 5 years, and the interpretation of the inhomogeneously designed protocols proved difficult. In this review, we will provide a brief state-of-the-art update on the most frequently used intra-arterial modalities and discuss the molecular mechanism, potential biomarkers as well as the safety profile of sorafenib. Furthermore, we will discuss the role of the sequence of administration in combined therapies. Finally, this review will examine the evidence for clinical outcomes for the combination of different IATs with sorafenib.