The superconducting isochronous cyclotron SC200 for proton therapy is under development in Hefei, and the active scanning method has been selected as the beam delivery technology. To reduce energy loss and transverse scattering of the proton beam, a gas chamber in the pencil beam scanning (PBS) nozzle has been designed to shorten the length of the air segment. To determine whether using a helium filling gas or vacuum is the most suitable for the SC200 PBS nozzle, the beam size and the energy loss at the isocenter and the dose distribution in the water phantom are compared using the TOol for PArticle Simulation (TOPAS) code. The results show that using the helium filling gas resulted in scattering and energy loss of the proton beam compared with using vacuum, but these effects were minimal. Considering the disadvantages of the engineering problems of creating a vacuum chamber, helium was selected as the filling gas for the PBS nozzle chamber. Moreover, the following parameters were analyzed and optimized: gas pressure, gas purity, and film thickness of the chamber. When the helium pressure was below 1.1 atm and the air proportion was less than 5%, the beam size at the lowest energy of the proton beam at the isocenter was lower than 8 mm, meeting the clinical requirements.