Due to its unique properties, helium–oxygen (heliox) mixtures may provide benefits during non-invasive ventilation, however, knowledge regarding the effects of such therapy in premature infants is limited. This is the first report of heliox non-invasive neurally adjusted ventilatory assist (NIV-NAVA) ventilation applied in neonates born ≤ 32 weeks gestational age. After baseline NIV-NAVA ventilation with a standard mixture of air and oxygen, heliox was introduced for 3 h, followed by 3 h of air-oxygen. Heart rate, peripheral capillary oxygen saturation, cerebral oxygenation, electrical activity of the diaphragm (Edi) and selected ventilatory parameters (e.g., respiratory rate, peak inspiratory pressure) were continuously monitored. We found that application of heliox NIV-NAVA in preterm infants was feasible and associated with a prompt and significant decrease of Edi suggesting reduced respiratory effort, while all other parameters were stable throughout the study, and had similar values during heliox and air-oxygen ventilation. This therapy may potentially enhance the efficacy of non-invasive respiratory support in preterm neonates and reduce the number of infants progressing to ventilatory failure.