W–3Lu2O3 composites were prepared by mechanical milling and spark plasma sintering. The obtained composites were subjected to He+ irradiation experiments. The irradiated samples were characterized by X-ray diffraction, field-emission scanning electron microscopy, transmission electron microscopy, and measurement of Vickers hardness. Thermal desorption spectroscopy analysis was performed to analyze the samples at different damage levels after Fe2+ and D+ irradiation. Results showed varied degrees of He+ damage under different energies. Fuzz structures were observed on the surface of the material after irradiation. TEM results indicated that the existence of these fuzz structures was related to the formation of He bubbles. Amorphous, polycrystalline, and γ-W phases formed in areas where He bubbles existed. The measured Vickers hardness proved that radiation hardening occurred after irradiation. After Fe2+ irradiation at different damage levels, the total retained deuterium amount of W–3Lu2O3 and pure W differed, and the impact of Fe2+ radiation for deuterium retention on pure tungsten was greater.