  Black widows (BWs) are a type of eclipsing millisecond pulsars (MSPs) with
companion masses $M_2$ $\lesssim 0.05\,\rm M_\odot$, which can be used to study
the accretion history and the radiation of pulsars, as well as the origin of
isolated MSPs. Recent observations indicate that there are two sub-types of
BWs. One is the BWs with $M_2$ $\sim$ $0.01-0.05\,\rm M_\odot$, whereas another
with $M_2$ $\lesssim 0.01\,\rm M_\odot$. However, the origin of the latter is
still highly uncertain. In this paper, we investigated the formation of BWs
with $M_2$ $\lesssim 0.01\,\rm M_\odot$ through ultra-compact X-ray binaries
(UCXBs) with He star companions, in which a neutron star (NS) accretes material
from a He star through Roche-lobe overflow. By considering different He star
masses and evaporation efficiencies with the stellar evolution code Modules for
Experiments in Stellar Astrophysics (MESA), we evolved a series of NS+He star
systems that can undergo UCXB stage. We found that this channel can explain the
formation of BWs with $M_2$ $\lesssim 0.01\,\rm M_\odot$ within the Hubble
time, especially three widely studied BWs, i.e. PSRs J1719-1438, J2322-2650 and
J1311-3430. We also found that X-ray irradiation feedback does not affect the
evolutionary tracks of evaporation process. Our simulations indicate that the
UCXB channel with He star companions are the potential progenitors of isolated
MSPs, and that the origin of BWs with $M_2$ $\lesssim 0.01\,\rm M_\odot$ is
different with another sub-type of BWs. In addition, the present work suggests
that the BWs with $M_2$ $\lesssim 0.01\,\rm M_\odot$ may not be produced by
redback systems.
