Due to its compact structure and high performance, the double helical finned tube (DHFT) is widely used in heat exchange equipment of power generation, nuclear industries, refrigeration, air-conditioning systems, infrared detector cooling and cryosurgery. The recuperative heat exchanger made of miniature DHFT is the key component in the Hampson-type miniature J-T (Joule-Thomson) cryocooler. The flow and heat transfer characteristics of cryogenic fluids in DHFT play an important role in the cryocooler performance. In this paper, we develop a three dimensional model for the DHFT to study the convective heat transfer characteristics of cryogenic fluid (argon) flow over the helical fins and helical tubes. The simulation results of heat transfer coefficient show a good agreement with the predictions by the empirical correlations. The results show that the secondary flow created by the helical fins has a major influence on the heat transfer coefficient, the local temperature and fluid mixing. The continuous helical fins break the boundary layer and enhance the heat transfer. This work provides insights and guidelines for the heat transfer enhancement of cryogenic fluids in the shell side of double helical finned tube.