A new pulsed helium nano droplets machine has been constructed. The droplets were gener- ated by expansion of the pure helium through the cryogenic valve attached to a closed-cycle cryostat. The mean size of helium droplets can be controlled between 103 and 105 helium atoms by tuning the backing pressure (10-40 bar) and temperature (10-30 K). Compared with the continuous-flow beam source, the density of droplet is at least one order of magni- tude higher, which offers the opportunity to combine the system with the commercial pulsed laser to study chemical reactions inside of the superfluid helium at ultra-low temperature. The performance for the system has been checked by studying the photodissociation of CH3I doped droplets at 252 nm with the velocity map imaging technique. The photofragments, CH3, were detected by (2+1) resonance enhanced multiphoton ionization. The speed and angular distributions derived from resulting images show clear evidence of the relaxation effect by the surrounding helium atoms. The pulsed helium droplets depletion spectroscopy was also demonstrated. The depletion spectrum of benzene doped helium droplets indicates that less than 3% depletion can be observed with the newly constructed apparatus.