The thin helical tube of Pd-Y alloy was mainly used to high purity hydrogen preparation. The physical phenomenon was comprehensively considered during the winding process on the thin helical tube of Pd-Y alloy. Analysis the reason of wrinkling and depression is emerged on the inner of thin helix tube during the winding process on the thin helical tube of Pd-Y alloy. Stress state was analysed on the winding process of the thin helical tube through the elastoplastic finite element method; the stress distribution law was obtained. And then, the stress state was comparative studied on the thin helical tube of Pd-Y alloy by different tension action, the control conditions of tension was presented, it was between sixty-five to seventy-five Newton. Therefore, the numerical simulation study provided theory basis for the process control of the thin helical tube’s manufacture. It was no wrinkling and depression by winding simulation test on the thin helical tube of Pd-Y alloy, satisfies requirement of using.