In 1909, Rutherford conducted his famous gold foil experiment, which led to the discovery of the atomic nucleus. He observed that alpha particles, which were known to be positively charged, were deflected by the gold foil, with some even bouncing back. This led him to propose that the atom had a dense, positively charged nucleus at its center.
Later, in 1919, Rutherford, along with his colleagues, conducted experiments that showed that when alpha particles bombarded nitrogen gas, they caused the emission of protons. This, along with other observations, led him to conclude that alpha particles were actually the nuclei of helium atoms.
Therefore, Rutherford is credited with the discovery that alpha particles are helium nuclei.