This study investigates the thermodynamic and mechanical properties of Y4Zr3O12 and Y2Ti2O7 oxides in ferritic alloys with and without Helium utilizing a systematic first-principles approach. Firstly, the atomic arrangement of Y and Zr atoms at cation 18f sites in δ-(Y–Zr–O) oxide is identified, while it is found that Y4Zr3O12 exhibits a more robust formation tendency than Y2Ti2O7. Furthermore, it is noted that both Y4Zr3O12 and Y2Ti2O7 oxides demonstrate a prior ability to trap Helium compared to the bcc-Fe matrix, which leads to a substantial enhancement on the stiffness of both oxides. The elastic moduli of both Y4Zr3O12 and Y2Ti2O7 oxide exhibit a gradual increase with the growing Helium concentration. As a result, the enhanced shear modulus of oxides and sustained shear modulus of the bcc-Fe matrix collectively contribute to the overall strength of ferritic alloys under Helium environments. The findings in this work propose valuable insights for guiding critical strategies in the design of high-performance oxide-dispersion-strengthened ferritic alloys, particularly for applications in Helium environments.