During the MESSENGER spacecraft's interplanetary trajectory to Mercury, the Fast Imaging Plasma Spectrometer (FIPS) measured the first helium pickup ion distributions at a heliocentric distance (R) ranging between 0.3 and 0.7 AU. From several transits of MESSENGER through the interstellar helium gravitational focusing cone, we map the cone structure in the ecliptic at R=0.3 AU and compare it with observations of He+ at R=1 AU made with the Solar Wind Ion Composition Spectrometer (SWICS) on the Advanced Composition Explorer (ACE). Average downwind enhancements of ≈8 and average cone widths of ≈30° measured by each sensor match known models of neutral helium during this most recent, unusually quiet, solar minimum. The average cone center direction is calculated to be at J2000 ecliptic longitude λ∞=76.0°(±6.0°) and 77.0°(±1.5°) from FIPS and SWICS observations, respectively. These parameters are also in agreement with previous determinations of the downwind direction of interstellar flow and demonstrate the effectiveness of using pickup ion observations inside 1 AU to map the structure of the neutral helium distribution in the heliosphere, as well as to diagnose the conditions of the interstellar medium.