The Helena High Marching Band consists of musicians from the two concert bands, as well as visual ensemble members. The marching season starts with band camp in July, spanning two and a half weeks from 7:00 AM to 4:00 PM. When the school year begins in August, practice is condensed to three days a week, from 3:30 PM-5:15 PM. The band performs at varsity football games on Friday nights for both home and away. Later in the season, the band invites the 7th and 8th-grade band members to play with them at the Youth Night football game. Every year, in addition to football games, the band performs the Shelby County Band Showcase and competes at two marching band competitions.