In this paper, we consider a Cauchy problem for the Helmholtz equation at fixed frequency, especially we give the optimal error bound for the ill-posed problem. Within the framework of general regularization theory, we present some spectral regularization methods and a modified Tikhonov regularization method to stabilize the problem. Moreover, Hölder-type stability error estimates are proved for these regularization methods. According to the regularization theory, the error estimates are order optimal. Some numerical results are reported.