An off-lattice Monte Carlo method was used to study the conformational properties of semiflexible chains confined between two concentric cylinders. The conformations of confined semiflexible chains depend on the bending energy as well as the size of confinement, and the semiflexible chains with particular rigidities confined in the appropriate spaces can form helical structures under entropically driven. The inner cylinder plays a key role in the formation of helical conformations, whereas the outer cylinder affects the size of confinement. Furthermore, the helical structures keep fluctuating like a harmonic oscillation, and the clockwise or counterclockwise helical conformations will appear with the same possibility in the processes of relaxation-helix transitions. This study can help us understand the conformational behaviors of biological macromolecules in confined space.