We theoretically and experimentally investigate the photon momentum transfer in single-photon double ionization of helium at various large photon energies. We find that the forward shifts of the momenta along the light propagation of the two photoelectrons are roughly proportional to their fraction of the excess energy. The mean value of the forward momentum is about 8/5 of the electron energy divided by the speed of light. This holds for fast and slow electrons despite the fact that the energy sharing is highly asymmetric and the slow electron is known to be ejected by secondary processes of shake off and knockout rather than directly taking its energy from the photon. The biggest deviations from this rule are found for the region of equal energy sharing where the quasifree mechanism dominates double ionization.