The paper presents the results of experimental investigations of nucleation in helium-oxygen gas-filled mixtures. Temperature dependences of the mean lifetime of a mixture in the metastable (superheated) state have been determined, and nucleation rates have been calculated by experiments at fixed pressures of 1.171 and 1.667 MPa and at several values of concentrations. Experimental data are compared with results of the homogeneous nucleation theory in a macroscopic (capillary) approximation and with allowance for the dependence of the properties of nuclei on the curvature of their dividing surface. The size effect of nucleation is taken into account in the framework of the van der Waals, Cahn-Hilliard method. The equation of state of the mixture has been built, and the boundary of stability of homogeneous states, the diffusion spinodal, has been determined. The paper discusses the problems of building a nucleation theory for gas-filled mixtures and states a good agreement between theory and experiment at nucleation rates J similar or equal to 10(7) m(-1) s(-1) when the size effect in nucleation is taken into account.