Although Weakly Interactive Massive Particles (WIMPs) is the most discussed DM candidate, the null-WIMPs conclusion has been consistently addressed by most convincing experiments in the field. However, the low-mass WIMPs region (10 MeV/c - 10 GeV/c) has not been fully exploited compared to high-mass WIMPs (10 GeV/c - 10 TeV/c) experiments which implement liquid xenon or argon TPCs (Time Projection Chambers). The ALETHEIA experiment aims to hunt for low-mass WIMPs with liquid helium-filled TPCs. In this paper, we go through the physics motivation of low-mass DM, the ALETHEIA detector's design, possible analysis channels available for DM searches, and the latest progress we have made recently.