Answer is: the nucleus of a helium atom.
Alpha particle is nucleus of a helium-4 atom, which is made of two protons and two neutrons.
For example, nuclear reaction:
²³⁴U → ²³⁰X + α (alpha particle).
Alpha decay is radioactive decay in which an atomic nucleus emits an alpha particle (helium nucleus) and transforms into an atom with an atomic number that is reduced by two and mass number that is reduced by four.
