In this work, the stopping power of a partially ionized helium plasma due to its free and bound electrons is analyzed for an electron temperature and density in which local thermal equilibrium (LTE) or non-local thermal equilibrium (NLTE) regimes can be possible. In particular by means of collisional-radiative models, the average ionization of the plasma as well as the abundances of different helium species (HeI, HeII, and HeIII) are analyzed in both LTE and NLTE thermodynamic states. The influence of this ionization and of the different ion abundances on the stopping power of the helium plasma is shown to be quite significant. Finally, our theoretical model is compared with experimental results on slowing down of swift argon ions in helium plasma.