Background: Exosomes are essential for hepatocellular carcinoma (HCC) progression and have garnered significant interest as novel targets for diagnostic, prognostic, and therapeutic approaches. This study aims to identify potential exosome-related biomarkers for the development of useful strategies for HCC diagnosis and therapy. Methods: Three datasets obtained from the Gene Expression Omnibus (GEO) were utilized to identify differentially expressed genes (DEGs) in HCC. Through Gene Ontology (GO) analysis and protein–protein interaction (PPI) network, overall survival (OS) analysis, Cox analyses, and diethylnitrosamine (DEN)-induced HCC mouse model detection, exosome-related hub gene was screened out, followed by a prognostic value assessment and immune-correlates analysis based on the Cancer Genome Atlas (TCGA) dataset. The hub gene-containing exosomes derived from Hepa1-6 cells were isolated and characterized using differential ultracentrifugation, transmission electron microscopy scanning, and Western blot. Ultrasound-guided intrahepatic injection, cell co-culture, CCK-8, and flow cytometry were performed to investigate the effects of the hub gene on macrophage infiltration and polarization in HCC. Results: A total of 83 DEGs enriched in the extracellular exosome term, among which, FTCD, HRA, and C8B showed the strongest association with the progression of HCC. FTCD was independently associated with a protective effect in HCC and selected as the hub gene. The presence of FTCD in exosomes was confirmed. FTCD-stimulated macrophages were polarized towards the M1 type and suppressed HCC cells proliferation. Conclusions: FTCD is a potential exosome-related biomarker for HCC diagnosis, prognosis, and treatment. The crosstalk between FTCD-containing exosomes and macrophages in HCC progression deserves further investigation.