Ever wonder why your voice sounds lighter when inhaling helium? It is because sound waves speed is dependent upon the medium through which it is moving.
Through 'air' at sea level, sound moves at ~770 mph. When you change the density of the medium, the sound wave will most faster or slower.
Helium is ~6 times less dense than air; i.e. sound will move 6 times faster through it, translating to a higher pitch.
In contrast, something like sulfur hexafluoride is ~6 times denser than air and the exact opposite effect will happen.
See for yourself.