We report the observation by small-angle neutron scattering (SANS) of a magnetic helical structure confined in a thin film of the chiral lattice magnet FeGe. Twofold magnetic Bragg spots appearing below the magnetic transition temperature indicate the formation of a spin helix with a single propagation vector q aligned perpendicular to the film plane. Due to magnetic anisotropy, the direction of q is unaffected by an external magnetic field H. Instead we observe anisotropic deformations of the spin helix with respect to the H direction. In the configuration with H perpendicular to q, the helical pitch exhibits hysteretic elongation with H, while the system tends to maintain an integer number of spiral turns within the film thickness by continuously pushing out one turn. For H parallel to q, the helix is smoothly distorted to a conical structure with minimal change in the magnetic period. The direct measurement of q by SANS establishes a correspondence between helix deformation and macroscopic features observed in magnetization and magnetoresistivity.