  A direct three-dimensional minimization of the standard energy functional
shows that in thin films of cubic helimagnets chiral skyrmions are modulated
along three spatial directions. The structure of such 3D skyrmions can be
thought of as a superposition of conical modulations along the skyrmion axis
and double-twist rotation in the perpendicular plane. Numerical solutions for
chiral modulations demonstrate that 3D skyrmion lattices and helicoids are
thermodynamically stable in a broad range of applied magnetic fields. Our
results disclose a basic physical mechanism underlying the formation of
skyrmion states recently observed in nanolayers of cubic helimagnets.
