The behavior of interstitial helium in α-Be has been studied with first-principles method. It is found that the most favored position for helium is the basal octahedral (BO) site, closely followed by the basal tetrahedral (BT) site, in agreement with previous predictions. The interaction energy between the helium and the neighborhood Be atoms and the deformation energy of α-Be matrix are calculated. The feasible minimum-energy pathways (MEP) of interstitial helium atoms in α-Be matrix and the corresponding atomic structures of the saddle points associated with the each MEP are investigated. The temperature-dependent diffusion coefficients have also been predicted. It is confirmed that the interstitial helium diffuses two-dimensionally at low temperatures; however, it can diffuse three-dimensionally at higher temperatures. Besides, the microscopic parameters in the pre-factor and activation energy of the diffusion coefficients are obtained. Both diffusion coefficients are higher than the available experiment data, which may attribute to the fact that under real condition the diffusion is not free, i.e. the actual α-Be matric has various defects and impurities which heavily affect the diffusion of helium. Therefore, our theoretical prediction is the upper bound for helium diffusion in α-Be matrix.