NASA’s Parker Solar Probe mission continues to travel closer to the Sun than any prior human-made object, with an expected closest approach of <10 solar radii (<0.046 au) by 2024. On board, the Integrated Science Investigation of the Sun instrument suite makes unprecedented in situ measurements of energetic particles in the near-Sun environment. The current low level of solar activity offers a prime opportunity to measure cosmic rays closer to the Sun than ever before. We present the first observations of anomalous cosmic rays in to 36 solar radii (0.166 au), focusing specifically on helium. Our results indicate a strong radial intensity gradient of ∼25 ± 5%/au over energies of ∼4 to ∼45 MeV/nuc. These values are larger than prior observations, further out in the heliosphere, and come at a unique time in our understanding and modeling of particle transport and acceleration, particularly as both Voyagers have crossed the heliopause and IBEX has accumulated a full solar cycle of observations. Thus, continued measurements of cosmic rays by Parker Solar Probe will play a critical role in linking past observations with our present knowledge and significantly advancing our understanding of cosmic ray transport in the heliosphere.