Nanostructured ferritic alloys (NFAs) contain an ultra-high density of 2–4 nm fcc pyrochlore Y2Ti2O7 nano-oxides (NOs) embedded in a bcc Fe-14Cr ferritic matrix. Characterization of helium interactions with NOs and associated Fe-Y2Ti2O7 interfaces is important to the development of structural materials for nuclear fusion and fission applications. A benchmark 14YWT NFA was first annealed to coarsen the NOs, then insoluble helium was implanted at 700 °C to produce a high number density of bubbles. High-resolution scanning transmission electron microscopy characterization shows two dominant Fe-Y2Ti2O7 crystallographic orientation relationships (cube-on-edge and cube-on-cube). The smallest NOs (≈ 2 nm) are associated with the smaller bubbles (≈ 1.5 nm), while some of the largest NOs (> 6 nm) have larger, and sometimes multiple, bubbles. NO corner {111} facets are the preferred sites for He bubble nucleation. A refined sequence of events for He trapping and bubble formation is presented. These observations offer new insight on He management in NFAs, and provide a foundation for detailed modeling studies.