The internal behavior of fast ions interacting with magnetohydrodynamic bursts excited by energetic ions has been experimentally investigated in the compact helical system. The resonant convective oscillation of fast ions was identified inside the last closed-flux surface during an energetic-particle mode (EPM) burst. The phase difference between the fast-ion oscillation and the EPM, indicating the coupling strength between them, remains a certain value during the EPM burst and drives an anomalous transport of fast ions.