Using inelastic x-ray scattering techniques, we have succeeded in probing the high-pressure electronic structure of helium at 300 K. Helium has the widest known valence-conduction band gap of all materials a property whose high-pressure response has been inaccessible to direct measurements. We observed a rich electron excitation spectrum, including a cutoff edge above 23 eV, a sharp exciton peak showing linear volume dependence, and a series of excitations and continuum at 26 to 45 eV. We determined the electronic dispersion along the Γ-M direction over two Brillouin zones, and provided a quantitative picture of the helium exciton beyond the simplified Wannier-Frenkel description.