Given a set $S \subseteq \mathbb{R}^2$, define the \emph{Helly number of $S$}, denoted by $H(S)$, as the smallest positive integer $N$, if it exists, for which the following statement is true: for any finite family $\mathcal{F}$ of convex sets in~$\mathbb{R}^2$ such that the intersection of any $N$ or fewer members of~$\mathcal{F}$ contains at least one point of $S$, there is a point of $S$ common to all members of $\mathcal{F}$. We prove that the Helly numbers of \emph{exponential lattices} $\{α^n \colon n \in \mathbb{N}_0\}^2$ are finite for every $α>1$ and we determine their exact values in some instances. In particular, we obtain $H(\{2^n \colon n \in \mathbb{N}_0\}^2)=5$, solving a problem posed by Dillon (2021). For real numbers $α, β> 1$, we also fully characterize exponential lattices $L(α,β) = \{α^n \colon n \in \mathbb{N}_0\} \times \{β^n \colon n \in \mathbb{N}_0\}$ with finite Helly numbers by showing that $H(L(α,β))$ is finite if and only if $\log_α(β)$ is rational.