His creator, Mike Mignola, has never confirmed the exact reason why Hellboy likes cats. Still, evidence exists within the comic books that cats were some of the first to show Hellboy affection and attention.
Hellboy( Anung Un Rama), considered a Cambion (half-human, half-demon hybrid), was summoned by the character Grigori Rasputin to help turn the tide during the Third Reich and assist in the Nazis’ rise to power.
It was difficult for Hellboy to make friends due to his appearance, and people often ran away from him. At one point in his early life, he encounters a cat that surprisingly enjoys his company.
Being one of the first living creatures that did not run away from him, Hellboy’s fascination with the feline species could have begun here, with the character finding comfort in this four-legged species, independent and quirky as he was.