The helical insertion behavior of poly(para-phenylene) (PP) chains into confined cylindrical slits constructed by two carbon nanotubes (CNTs) with different diameters is studied by molecular dynamics simulations. The contribution of system energy and each energy component to helical self-assembly is discussed to further explain the conditions, driving force and mechanism. The width and length of the slit, the diameter of the outer tube and the temperature have a great impact on the helical insertion of PP chains. Two equations are proposed to confirm the diameter and the distances between the PP helix and the inner and outer walls of the given CNTs. The helical self-assembly of PP with different numbers of chains inserted into the slits is further studied. This study has a great benefit in understanding the conformational behavior of polymers, even biological macromolecules in confinements.