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The helical spring is an essential mechanical component of automobile and machinery and has been widely used in industrial application. The weight reduction is the requirement of current material design and also the research trend for material development. In this study, a novel composite helical spring with "skin‐core" structure was designed and fabricated with an integrated formation process based on the vacuum‐assisted resin infusion technology. Based on the different function of skin and core, the skin structure was weft knitting tube made of aramid and ultra‐high molecular weight polyethylene fiber, and the core structure was unidirectional carbon fiber. By selecting material for knitting tube and adjusting the volume content of carbon fiber core, the static and fatigue compression properties of composite helical spring were investigated. It has been found that the spring torsion and bending performance can be improved by wrapping the core with the knitting tube as the spring wire. Moreover, the finite element method was applied to further analyze the stress evolution of the "skin‐core" composite helical spring during compression and fatigue. The results of compression test and simulation show that the spring stiffness can be effectively improved by using knitting tube and increasing the content of carbon fiber. The stress of the spring cross section is concentrated in the internal radial region of 180°, and the distribution of the corresponding cross sections is relatively uniform. The "skin‐core" structure with aramid knitting tube as the outer skin and carbon fiber as the spring core significantly improves the load‐carrying capacity and stability of the composite spring. The proposed lightweight helical composite could provide a replacement strategy of existing metal or unidirectional filament reinforced springs used in the engineering applications. [ABSTRACT FROM AUTHOR]