Helicity plays an important role in the nonlinear dynamic process of compressible helical turbulence. We carry out direct numerical simulations (DNS) of compressible helical turbulence with different mean helicity at the grid resolution of $512^3$ and try to explore the physical mechanism of kinetic energy cascade under the effect of helicity. The filtering method of coarse-graining is employed for scale decomposition to get kinetic energy flux. We get some novel conclusions in contrast to pre-existing knowledge in incompressible helical turbulence. Firstly, helicity also hinders the process of compressible kinetic energy cascade and reduces viscous dissipation. Secondly, helicity weakens some exclusive features, such as coupling between compressible and solenoidal mode of fluctuating velocity, energy transformation between kinetic energy and internal energy, and shocklets which appear only in compressible turbulence and serves as the role of constraint.