Heldum is a village in Lemvig Municipality, in the region of Central Denmark, Denmark. Heldum lies at 27 m above sea level. The nearest city is Holstebro, 30 km to the southeast. Among the landmarks around are Lemvig Museum (2.2 km), Ferring Church (9.3 km) and Bovbjerg Lighthouse (9.8 km). Among the natural features are Bovbjerg (9.7 km) and Nørlem Bavnehøj (4.4 km).