Black widows (BWs) are a type of eclipsing millisecond pulsars (MSPs) with companion masses 0.05 M ⊙ , 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 companion masses M 2 0.01 M ⊙ , whereas another with M 2 ∼ 0.01 − 0.05 M ⊙ . However, the origin of the former is still highly uncertain. In this paper, we investigated the formation of BWs with M 2 0.01 M ⊙ 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 0.01 M ⊙ 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 origin of BWs with M 2 0.01 M ⊙ is different with another sub-type of BWs, and that the UCXB channel with He star companions are the potential progenitors of isolated MSPs. In addition, the present work suggests that the BWs with M 2 0.01 M ⊙ may not be produced by redback systems.