Hepatocellular carcinoma (HCC) is a leading cause of cancer-related mortality, with lung metastases being the most common site of distant spread and significantly worsening prognosis. Despite the growing availability of clinical and demographic data, predictive models for lung metastasis in HCC remain limited in scope and clinical applicability. In this study, we develop and validate an end-to-end machine learning pipeline using data from the Surveillance, Epidemiology, and End Results (SEER) database. We evaluated three machine learning models (Random Forest, XGBoost, and Logistic Regression) alongside a multilayer perceptron (MLP) neural network. Our models achieved high AUROC values and recall, with the Random Forest and MLP models demonstrating the best overall performance (AUROC = 0.82). However, the low precision across models highlights the challenges of accurately predicting positive cases. To address these limitations, we developed a custom loss function incorporating recall optimization, enabling the MLP model to achieve the highest sensitivity. An ensemble approach further improved overall recall by leveraging the strengths of individual models. Feature importance analysis revealed key predictors such as surgery status, tumor staging, and follow up duration, emphasizing the relevance of clinical interventions and disease progression in metastasis prediction. While this study demonstrates the potential of machine learning for identifying high-risk patients, limitations include reliance on imbalanced datasets, incomplete feature annotations, and the low precision of predictions. Future work should leverage the expanding SEER dataset, improve data imputation techniques, and explore advanced pre-trained models to enhance predictive accuracy and clinical utility.