The theory of the elastic interaction of spherical colloidal particles immersed into a confined cholesteric liquid crystal is proposed. The case of weak anchoring on the particle surfaces is considered. We derive a general expression for the energy of the interaction between small spherical particles (with diameter much smaller than the cholesteric pitch) suspended in a cholesteric confined by two parallel planes. The resulting form of the interaction energy has a more complex spatial pattern and energy versus distance dependence than that in nematic colloids. The absence of translational symmetry related to helical periodicity and local nematic ordering in cholesteric liquid crystals manifest themselves in the complex nature of the interaction maps.