Inflammation-based indices such as the neutrophil-to-lymphocyte ratio, platelet-to-lymphocyte ratio, systemic immune-inflammation index, and nutritional metrics like the prognostic nutritional index or controlling nutritional status, offer pragmatic risk stratification in hepatocellular carcinoma treated with lenvatinib, these scores being not immutable. Nutrition and physical activity can influence the pathways they capture: Systemic inflammation, immune competence, and skeletal-muscle status. Malnutrition, sarcopenia, and sarcopenic obesity are prevalent at baseline and often worsen on therapy, driving neutrophilia/lymphopenia and hypoalbuminemia that adversely shift scores and health outcomes. Conversely, protein-adequate, anti-inflammatory dietary patterns, and structured physical activity may attenuate inflammatory signaling, preserve muscle mass, improve treatment tolerance, and ultimately reclassify risk. In this editorial, we comment on the article by Wu et al published in the recent issue of the World Journal of Gastroenterology. We advocate embedding standardized lifestyle assessments (dietary quality, prognostic nutritional index/controlling nutritional status, body-composition measures) and objective physical activity metrics (e.g., accelerometry) alongside neutrophil-to-lymphocyte ratio/platelet-to-lymphocyte ratio/systemic immune-inflammation index at baseline and during treatment. Pragmatic clinical trials should test lifestyle interventions as adjuncts to lenvatinib using time-updated scores and hard endpoints. Framing these indices as dynamic and modifiable targets could strengthen the prognostic and guide supportive care in hepatocellular carcinoma.