In recent years, nanomechanical oscillators in thin films of superfluid helium have attracted attention in the field of optomechanics due to their exceptionally low mechanical dissipation and optical scattering. Mechanical excitations in superfluid thin films - so-called third sound waves - can interact with the optical mode of an optical microresonator by modulation of its effective refractive index enabling optomechanical coupling. Strong confinement of third sound modes enhances their intrinsic mechanical nonlinearity paving the way for strong phonon-phonon interactions with applications in quantum optomechanics. Here, we realize a phononic crystal cavity confining third sound modes in a superfluid helium film to length scales close to the third sound wavelength. A few-nanometer-thick superfluid film is self-assembled on top of a silicon nanobeam optical resonator. The periodic patterning of the silicon material creates a periodic modulation of the superfluid film leading to the formation of a phononic band gap. By engineering the geometry of the silicon nanobeam, the phononic band gap allows the confinement of a localized phononic mode.