A first-principles study of the atomic structure and electron density distribution at the Zr/Nb interface under the influence of helium impurities and helium–vacancy complexes was performed using the optimised Vanderbilt pseudopotential method. For the determination of the preferred positions of the helium atom, the vacancy and the helium–vacancy complex at the interface, the formation energy of the Zr-Nb-He system has been calculated. The preferred positions of the helium atoms are in the first two atomic layers of Zr at the interface, where helium–vacancy complexes form. This leads to a noticeable increase in the size of the reduced electron density areas induced by vacancies in the first Zr layers at the interface. The formation of the helium–vacancy complex reduces the size of the reduced electron density areas in the third Zr and Nb layers as well as in the Zr and Nb bulk. Vacancies in the first niobium layer near the interface attract the nearest zirconium atoms and partially replenish the electron density. This may indicate a possible self-healing of this type of defect.