We have formed the long-sought He-clathrate. This was achieved by refilling helium into ice XVI, opening a new synthesis route for exotic forms of clathrate hydrates. The process was followed by neutron diffraction; structures and cage fillings were established. The stabilizing attractive van der Waals interactions are enhanced by multiple cage fillings with theoretically up to four helium atoms per large cage and up to one per small cage; He-clathrate hydrates can be considered as a solid-state equivalent of the clustering of small apolar entities dissolved in the liquid state of water. Unlike most other guests, helium easily enters and leaves the water cages at temperatures well below 100 K, hampering applications as a gas storage material. Despite the weak dispersive interactions, the inclusion of helium has a very significant effect on lattice constants; this is also established for helium inclusion in ice Ih and suggests that lattice parameters are arguably the most sensitive measure to gauge dispersive water-gas interactions.