While helium is a representative noble gas element characterized by its chemical inertness at ambient conditions, recent experiments and calculations argued that a minor amount of helium is incorporated into molten iron from silicate under high pressures. Here we examined the reaction between iron and helium at 8-42 GPa and ~1000-2820 K and found remarkable volume expansion of the Fe lattice, which is attributed to the formations of fcc and distorted hcp iron-helium compounds with x in FeHex up to 0.13 and 0.42, respectively. Upon releasing pressure under room temperature, these fcc and distorted hcp FeHex were still observed while the former lost some helium. In addition, our first-principles calculations indicate that fcc FeHe0.25, with He atoms in the tetrahedral interstitial sites, is dynamically stable in different magnetic states throughout 0-50 GPa. These results support that the Earth's core can be a large reservoir of primordial 3He.