Due to their low sputtering yield, low intrinsic tritium retention, high melting point, and high thermal conductivity, W and W alloys are promising candidates for the divertor region in a magnetic fusion device. Transmutation reactions under neutron irradiation lead to the formation of He and H particles that potentially degrade material performance and might lead to failure. High He fluxes ultimately lead to the formation and bursting of bubbles that induce swelling, a strong decrease in toughness, and a nanoscale microstructure that potentially degrades the plasma. Understanding the behavior of He in polycrystalline W is thus of significant importance as one avenue for controlling the material properties under operating conditions. This paper studies the interaction of substitutional He atoms with various grain boundaries in pure W and the effect of the He presence on the system response to external loading. We observe that He segregates to all the interfaces tested and decreases the cohesion of the system at the grain boundary. Upon tension, the presence of He significantly decreases the yield stress, which depends considerably on the bubble pressure. Increasing pressure reduces cohesion, as expected. More complex stress states result in more convoluted behavior, with He hindering grain boundary sliding upon simple shear.