A new closed helical divertor configuration for efficient particle control and reduction of the heat load on the divertor plates is proposed. The closed divertor configuration practically utilizes an ergodic layer and magnetic field line configuration on divertor legs in helical systems. For optimization of the design of the closed divertor, the distribution of the strike points is calculated in various magnetic configurations in the Large Helical Device (LHD). It suggests that the installation of the closed divertor components in the inboard side of the torus under an inward shift configuration (Rax=3.60m) is the best choice for achieving the above two purposes. This divertor configuration does not interfere with plasma heating and diagnostic systems installed in outer ports. The prospect of the closed divertor configuration to a helical fusion reactor is investigated using a three-dimensional neutral particle transport simulation code with a one-dimensional plasma fluid calculation on the divertor legs. The investigation shows efficient particle pumping from the in board side and reduction of the heat load due to the combined effect of the optimized closed divertor geometry, ergodized divertor legs, and low electron temperature in the ergodic layer. It indicates a promising closed divertor configuration for helical fusion reactors.