Radiation-induced helium (He) bubble formation poses a major challenge to the structural integrity of materials in nuclear energy systems. In this study, we investigate defect evolution and He behavior in Zr/Nb nanoscale metallic multilayers (NMMs) with immiscible BCC/HCP interfaces, irradiated with 80 keV He ions at fluences ranging from 1 × 10¹⁶ to 1 × 10¹⁷ He/cm². For comparison, single-crystal Nb and polycrystalline Zr were also irradiated under identical conditions to serve as reference materials. Using cross-sectional TEM, SIMS, STEM-EELS, nanoindentation, Doppler Broadening Positron Annihilation Spectroscopy (DBPAS), Positron Annihilation Lifetime Spectroscopy (PALS), and atomistic simulations (DFT and MD), we reveal a highly asymmetric damage response across the multilayer interfaces. Zr layers exhibit larger He bubbles (1.5–2.8 nm), higher swelling (∼1.2%), and greater helium retention, while Nb layers develop bubble-denuded zones (BDZs) exclusively around the interfaces, where bubble nucleation is strongly suppressed and swelling is limited to ∼0.4%. This asymmetry arises from differences in atomic transport properties: DFT calculations show lower migration barriers for vacancies and He atoms in Nb (0.4 and 0.19 eV, respectively), enabling efficient defect migration and recombination at interfaces, whereas Zr retains defects due to higher migration barriers. EELS and DBS-PALS measurements confirm bubble densities of 63–96 He/nm³ and the presence of sub-nanometer open volumes. Compared to monolithic samples, the Zr/Nb multilayers exhibit ∼50% lower irradiation-induced hardening and reduced He retention (11% vs. 17.5% in single-crystal Nb and 16% in polycrystalline Zr). These findings highlight the role of interfaces in driving asymmetric radiation damage and demonstrate the effectiveness of BCC Nb layers in mitigating defect growth. Overall, Zr/Nb multilayers are established as a superior alternative to conventional single- and polycrystalline materials for extreme irradiation environments.