In view of a possible application as a charge-particle track readout for an Active Target Time Projection Chamber (AT-TPC), the operating properties of THick Gaseous Electron Multipliers (THGEM) in pure low-pressure Helium were investigated. This paper includes the effective gain dependence on pressure for different detector configurations (single-, double-, triple-cascade setup), long-term gain stability and energy resolution from tracks of 5.5 MeV alpha particles. Stable operational conditions and maximum detector gains of 104–107 have been achieved in pure Helium at pressure ranging from 100 torr up to 760 torr. Energy resolution of 6.65% (FWHM) for 690 keV of energy deposited by 5.5 MeV alpha particles at 350 torr was measured. The expected energy resolution for the full track is around 2.4% (FWHM). These results, together with the robustness of THGEM electrodes against spark damage, make THGEM structures highly competitive compared to other technologies considered for TPC applications in an active target operating with pure noble gases, requiring a high dynamic range and a wide operating pressure range down to few hundred torr.