Helium is produced in the structural materials of nuclear power plants by the nuclear transmutation following neutron irradiation. Since the solubility of helium in all the metals is extremely low, helium tends to be trapped at defects such as vacancies, dislocations and grain boundaries, which cause materials embrittlement. Density functional theory (DFT) calculations were performed in order to investigate the helium effect at grain boundaries (GBs) in iron-chromium alloy. Both cohesive energy and magnetic properties at symmetric ?3(111) and ?5(210) tilt Fe GBs are studied in presence of Cr and He atoms. It is found that the presence of Cr atom increases cohesive energy, at different He concentration, and has a strong influence on strongly magnetic properties at GBs. The dependence of segregation energy of helium atom as a function of different position of Cr atoms located inside/outside GB has been considered. Results of the present first-principle study enable us to clarify the role of Cr in understanding of helium effect in Fe-Cr-based alloys.