High-energy particles in a finite beta plasma of the Large Helical Device (LHD) are numerically traced in a real coordinate system. We investigate particle orbits by changing the beta value and/or the magnetic field strength. No significant difference is found in the particle orbit classifications between the vacuum magnetic field and the finite beta plasma cases. The deviation of a banana orbit from the flux surfaces strongly depends on the beta value, although the deviation of the orbit of a passing particle is independent of the beta value. In addition, the deviation of the orbit of the passing particle, rather than that of the banana-orbit particles, depends on the magnetic field strength. We also examine the effect of re-entering particles, which repeatedly pass in and out of the last closed flux surface, in the finite beta plasma of the LHD. It is found that the number of re-entering particles in the finite beta plasma is larger than that in the vacuum magnetic field. As a result, the role of reentering particles in the finite beta plasma of the LHD is more important than that in the vacuum magnetic field, and the effect of the charge-exchange reaction on particle confinement in the finite beta plasma is large.