We present the results of a direct measurement of the cosmic-ray helium spectrum with the CALET instrument in operation on the International Space Station since 2015. The observation period covered by this analysis spans from October 13, 2015, to April 30, 2022 (2392 days). The very wide dynamic range of CALET allowed for the collection of helium data over a large energy interval, from ∼40 GeV to ∼250 TeV, for the first time with a single instrument in low Earth orbit. The measured spectrum shows evidence of a deviation of the flux from a single power law by more than 8σ with a progressive spectral hardening from a few hundred GeV to a few tens of TeV. This result is consistent with the data reported by space instruments including PAMELA, AMS-02, and DAMPE and balloon instruments including CREAM. At higher energy we report the onset of a softening of the helium spectrum around 30 TeV (total kinetic energy). Though affected by large uncertainties in the highest energy bins, the observation of a flux reduction turns out to be consistent with the most recent results of DAMPE. A double broken power law is found to fit simultaneously both spectral features: the hardening (at lower energy) and the softening (at higher energy). A measurement of the proton to helium flux ratio in the energy range from 60 GeV/n to about 60 TeV/n is also presented, using the CALET proton flux recently updated with higher statistics.