Earlier this week, it was reported that Helan was ending his professional playing career to focus on religion, and Carvalhal has suggested that he was not surprised by the Frenchman's decision.
The 50-year-old told BBC Radio Sheffield: "It's not new for me. It's something I've talked to him about since the start of the season.
"When he talked with me I understood and I just said to him to take some time to be sure about the decision.
"In that period he was very professional - he's a nice guy - but I must tell you that his head isn't in football."
During his career, Helan made a total of 159 appearances for the likes of Wednesday, Wolverhampton Wanderers and Manchester City.