We constructed new sets of He-enhanced (Y = 0.30, Y = 0.40) nonlinear, time-dependent convective hydrodynamical models of RR Lyrae (RRL) stars covering a broad range in metal abundances (Z from 0.0001 to 0.02). The increase in He content from the canonical value (Y = 0.245) to Y = 0.30 and 0.40 causes a simultaneous increase in stellar luminosity and in pulsation period. To investigate the dependence of the RRL distance scale on the He abundance, we computed new optical (RI) and near-infrared (JHK ) period luminosity metallicity helium relations. Interestingly enough, the increase in He content causes a minimal change in the coefficients of both period and metallicity terms, since canonical and He-enhanced models obey similar PLZ relations. On the contrary, the classical B and V band mean magnitude metallicity relations and the R band PLZ relation display a significant dependence on the He content. The He enhanced models are, at fixed metal content, 0.2 to 0.5 mag brighter than canonical ones. This variation is only marginally affected by evolutionary effects. The quoted distance diagnostics once calibrated with trigonometric parallaxes (Gaia) will provide the opportunity to estimate the He content of field and cluster RRLs. Moreover, the use of either spectroscopic or photometric metal abundances will pave the way to new empirical constraints on the universality of the helium to metal enrichment ratio in old stellar tracers.