In advanced fission and fusion reactors, structural materials suffer from high dose irradiation by energetic particles and are subject to severe microstructure damage. He atoms, as a byproduct of the (n, α) transmutation reaction, could accumulate to form deleterious cavities, which accelerate radiation-induced embrittlement, swelling and surface deterioration, ultimately degrade the service lifetime of reactor materials. Extensive studies have been performed to explore the strategies that can mitigate He ion irradiation damage. Recently, nanostructured materials have received broad attention because they contain abundant interfaces that are efficient sinks for radiation-induced defects. In this review, we summarize and analyze the current understandings on interface effects on He ion irradiation in nanostructured materials. Some key challenges and research directions are highlighted for studying the interface effects on radiation damage in nanostructured materials.