This work experimentally investigates the convection heat transfer and pressure loss characteristics in a horizontal double pipe heat exchanger with and without continuous Helical Fins (HFs) conducted on the outer surface of the inner pipe. Four double pipe heat exchangers of counter-flow configurations are constructed; three of them are with HFs fabricated with different pitch ratios (). The experiments are performed with pure water in both sides with annulus-side Reynolds number range of 24009500. Compared with un-finned case, the results showed that using the continuous HFs increases the annulus average Nusselt number (¯Nu_an) and Fanning friction factor (f_an), with an average increase of 3963% and 622%, respectively, when  increases from 0.275 to 1, and with an average increase of 156.670.8% and 54.644.7%, respectively, when  decreases from 1 to 0.333. The thermal performance index (TPI) is estimated to compare the annulus heat transfer coefficient for helically finned tube in tube (HFTIT) heat exchangers with that of un-finned ones at the same pumping power. the results showed that the TPI enhances with decreasing . Finally, correlations for ¯Nu_an and f_an for HFTIT heat exchangers as a function of the investigated parameters are obtained.