Helium is the second most abundant element in the universe, and together with silica, they are major components of giant planets. Exploring the reactivity and state of helium and silica under high pressure is of fundamental importance for developing and understanding of the evolution and internal structure of giant planets. Here, using first-principles calculations and crystal structure predictions, we identify four stable phases of a helium-silica compound with seven/eight-coordinated silicon atoms at pressure range of 600-4000 GPa, corresponding to the interior condition of the outer planets in the solar system. The density of HeSiO2 agrees with current structure models of the planets. This helium-silica compound exhibits a superionic-like helium diffusive state at the high pressure and high temperature conditions along the isentropes of Saturn, a metallic fluid state in Jupiter, and a solid state in the deep interiors of Uranus and Neptune. The reaction of helium and silica may lead to the erosion of the rocky core of giant planets and form a diluted core region. These results highlight the reactivity of helium under high pressure to form new compounds, and also provides evidence to help build more sophisticated interior models of giant planets.