Anchoring devices and methods for affixing an implanted lead of a neurostimulation system at a target location in a patient are provided herein. Such anchoring devices includes a helical body having a plurality of tines extending laterally outward from the lead when deployed that engage tissue to inhibit axial movement of the implanted lead. The plurality of tines are biased towards the laterally extended deployed configuration and fold inward towards the lead to a delivery configuration to facilitate delivery of the lead through a sheath. The tines may be angled in a proximal direction or in both proximal and distal directions and may include various features to assist in visualization and delivery of the lead. The anchor may be formed according to various methods, including laser cutting of a tubular section along with heat or reflow to set the material with the anchor in the deployed configuration and injection molding.