On the basis of an experimental study in a large temperature range, it is shown that "helium densities" of adsorbents measured at room temperature could be erroneous due to a non-negligible effect of helium adsorption. It is proposed that the density obtained with helium at high temperature, for instance, at the regeneration temperature of the adsorbent, be considered as the adsorbent density. Using the corrected densities of 3A, 4A, 5A, and 13X zeolites and of activated and graphitized carbons and of silica gel, we experimentally determined the adsorption of helium on the above mentioned adsorbents at room temperature and in a large pressure range up to 500 MPa. The shape of the adsorption isotherm reveals no saturation at high pressure. These experimental data are in agreement with Monte Carlo simulations of adsorption of a Lennard-Jones gas by a rigid plane as well as by a microporous rigid solid interface. We also examined implications of the new helium density of activated carbon for our previous measurements of adsorption at high pressure. The result is the disappearance of the inexplicable negative part of the isotherms and even a renewed increase in the curves at high pressure. Moreover, a comparison with Monte Carlo simulations of argon adsorption on microporous graphite is in good agreement with the shape of the adsorption curve at high pressure. Finally, the role of the microporous structure of adsorbents and of the gas-adsorbent interaction in adsorption at high pressure is discussed.