An analytical scheme for the initial transient process in a simple helical flux compression generator, which includes distribution of the magnetic field in the hollow of the armature and current density in the helical stator, is derived with diffusion equations. The relationship among frequency of conducting current,roots of the characteristic Bessel equation and decay time in the armature is discussed. The skin depth in the helical stator is calculated and is compared with an approximation widely used in the magnetic diffusion process. Our analytical result is helpful to understand mechanism of the loss of magnetic flux in both armature and stator and makes significant suggestions to optimal designing performance of the helical flux compression generator.