  We present measurements of the Faraday and the Cotton-Mouton effects of
helium gas at $\lambda =~1064$\,nm. Our apparatus is based on an up-to-date
resonant optical cavity coupled to longitudinal and transverse magnetic fields.
This cavity increases the signal to be measured by more than a factor of
270\,000 compared to the one acquired after a single path of light in the
magnetic field region. We have reached a precision of a few percent both for
Faraday effect and Cotton-Mouton effect. Our measurements give for the first
time the experimental value of the Faraday effect at $\lambda$=\,1064\,nm. This
value is compatible with the theoretical prediction. Concerning Cotton-Mouton
effect, our measurement is the second reported experimental value at this
wavelength, and the first to agree at better than 1$\sigma$ with theoretical
predictions.
