In this work, the integration of an atomic force microscope (AFM) into a helium ion microscope (HIM) is reported for the first time. The helium ion microscope is a powerful instrument, capable of sub- nanometer resolution imaging and machining nanoscale structures, while the AFM is a well-established versatile tool for multiparametric nanoscale metrology. Combining the two techniques opens the way for unprecedented, in-situ, correlative analysis at the nanoscale. Nanomachining and analysis can be performed without contamination of the sample as well as avoiding environmental changes between processing steps. The practicality of the resulting tool lies in the complementarity of the two techniques as the AFM offers not only true 3D topography maps---something the HIM can only provide in an indirect way---but also allows for nanomechanical property mapping, as well as electrical and magnetic characterisation of the sample after focused ion beam materials modification with the HIM. The experimental setup is described and evaluated through a series of correlative experiments, demonstrating the feasibility of the integration.