This prospective, multicenter, open-label, randomized controlled study is titled "Multimodal Thermal Therapy combined with targeted therapy and immunotherapy versus targeted therapy and immunotherapy alone for systemically untreated unresectable hepatocellular carcinoma (HCC)". The research aims to evaluate the clinical benefits of combining local intervention with systemic treatments. The primary objective is to compare the progression-free survival (PFS) between the combination therapy and standard systemic therapy. Secondary objectives include assessing the objective response rate (ORR), disease control rate (DCR), overall survival (OS), pain levels via VAS scores, and general safety. Furthermore, the study includes an exploratory goal of monitoring changes in peripheral blood immune indicators to analyze the impact of the combined treatment on the patient's immune function. The study aims to enroll a total of 166 patients, who are randomized in a 1:1 ratio into either an experimental group or a control group, resulting in 83 participants per arm. Eligible participants are adults aged 18 to 80 with unresectable HCC staged as BCLC B or C who have not previously received systemic drug therapy. Inclusion requires a Child-Pugh score of 7 or less, an ECOG-PS score of 0 to 1, and at least one evaluable lesion suitable for ablation with a maximum diameter of 5 cm. Patients are excluded if they have portal vein main trunk invasion, diffuse HCC, symptomatic brain metastases, or extensive distant metastases.