High-pressure phases of helium-bearing compounds have attracted much interest owing to their diverse structures and unique properties. However, the formation of helium bonds has never been achieved due to helium’s closed-shell electronic configuration and unfavorable energetics. Strikingly, by mixing inert helium with reactive fluorine at the multi-TPa regime, we report a finding of a stable He3F2 compound, characterized by the presence of F-shared HeF2 herringbone chains, from an ab initio evolutionary structure search. Electronic localization function, crystal orbital Hamilton population, electron density topological analysis, and Bader charge analysis demonstrate that helium’s typically inert 1s electrons participate in chemical bonding in He3F2, thus forming unexpected polar covalent He–F bonds within the HeF2 chains. Furthermore, molecular orbital calculations reveal that this type of bond stems from the strong interaction between the He-1s orbital and the F-2p orbital under high pressure, challenging conventional notions of helium’s chemical inertness.