In the current paper we have investigated the bonding properties of the weakly bound van der Waals CO ···· He dimer by means of the Perdew-Wang91 exchange and Perdew-Wang correlation (PWPW) and Adamo and Barone's Becke-style one-parameter functional using the modified Perdew-Wang91 exchange and Perdew-Wang correlation (mPW1PW) exchange-correlation functionals in the framework of the supermolecule approach, using density functional theory local-spin-optimized atom-centered basis sets, complemented with bond functions optimized at the mPW1PW level of theory. These calculations show that the use of the mPW1PW functional using bond functions gives a realistic representation of the interaction-energy potential for this van der Waals molecular complex, as compared with reference Møller-Plesset perturbation theory calculations. In contrast, the PWPW functional is unable to describe the bonding properties of the system, and all values obtained with this functional approximation are considered out-of-scale compared with the rest of the calculations presented in this contribution.