The HeHNe+ molecule is expected to have, after NeH+, the strongest neon bond found so far. Furthermore, formation mechanisms in the interstellar medium (ISM) have been proposed for this molecule. If HeHNe+ is detected, the collisional rate coefficients of this species with the most abundant constituents of the ISM will be critical for employing nonlocal thermodynamic equilibrium (non-LTE) models. Therefore, the main goals of this work are to study the interaction of HeHNe+ with He and to report a set of rotational rate coefficients for this collision at low temperatures. For this purpose, the first potential energy surface for the HeHNe+ + He complex is developed from ab initio calculations. The close-coupling method is employed for studying the dynamics of the system. A vertical bar Delta(j)vertical bar = 2 propensity rule is found for transitions starting from the rotational state j = 5. Finally, the rate coefficients for the lower 20 rotational states of HeHNe+ are reported.