Helton, who is on the disabled list with a stiff back, was expected to report to Class-A Asheville on Wednesday to begin a rehabilitation assignment. Instead he decided to go to Denver for leg-strengthening exercises, manager Jim Tracy said Thursday.
Pain is not an issue, Tracy said.
Helton, who had been working out with the Rockies during their series against the Florida Marlins, is struggling through the worst season of his career. The first baseman is hitting only .246 with two home runs and 16 RBIs, and he has been sidelined since July 4.