  We investigate the binary phase diagram of helium and iron using
first-principles calculations. We find that helium, which is a noble gas and
inert at ambient conditions, forms stable crystalline compounds with iron at
terapascal pressures. A FeHe compound becomes stable above 4 TPa, and a
FeHe$_2$ compound above 12 TPa. Melting is investigated using molecular
dynamics simulations, and a superionic phase with sublattice melting of the
helium atoms is predicted. We discuss the implications of our predicted
helium-iron phase diagram for interiors of giant (exo)planets and white dwarf
stars.
