We study the thermal helicity, defined in arXiv:1211.3850, of a conformal field theory with anomalies in the context of AdS$_{2n+1}$/CFT$_{2n}$. To do so, we consider large charged rotating AdS black holes in the Einstein-Maxwell-Chern-Simons theory with a negative cosmological constant using fluid/gravity expansion. We compute the anomaly-induced current and stress tensor of the dual CFT in leading order of the fluid/gravity derivative expansion and show their agreement with the field theoretical replacement rule for the thermal helicity. Such replacement rule is reflected in the bulk by new replacement rules obeyed by the Hall currents around the black hole.