Heat transfer issue has become a challenging task in designing a high power density data center. As power consumption (Watts) of the data center continues to increase, effective thermal management of computing clusters, servers and data storage systems in data center will become more and more demanding. Hard disk drive (HDD) as a key power consumption device in high-end data storage system, its heat transfer issue has attracted more research attentions due to its complexity in nature of enclosure air flow driven by spinning disks. Among various thermal management solutions, one promising approach is to enclose helium rather than air in the hermetically-sealed hard disk drive as to reduce windage loss and flow disturbance. This paper investigates the thermal performances of disk drives where their enclosures have been filled up with helium and various helium-air gas mixtures using FEM simulations and experimental validations. Windage loss and heat convection of the disk drives being filled up with helium or helium-air mixtures are compared and analysed. The results show that helium-filled HDD provides heat transfer enhancement capability than the air-filled HDD by achieving up to 41% reduction of average temperature rise. Furthermore, 40% reduction of magnetic transducer position error signals (PES) was experimentally observed in helium filled HDD. Enhancing heat transfer and better PES quality via helium gas will greatly improve HDD read/write reliability and increase track density capability for data storage systems in data center.