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We experimentally and theoretically study the dynamics of a low-Reynolds number helical swimmer moving across viscosity gradients. Experimentally, a double-layer viscosity is generated by superposing two miscible fluids with similar densities but different dynamic viscosities. A synthetic helical magnetically-driven swimmer is then made to move across the viscosity gradients along four different configurations: either head-first (pusher swimmer) or tail-first (puller), and through either positive (i.e. going from low to high viscosity) or negative viscosity gradients. We observe qualitative differences in the penetration dynamics for each case. We find that the swimming speed can either increase or decrease while swimming across the viscosity interface, which results from the fact that the head and the tail of the swimmer can be in environments in which the local viscosity leads to different relative amounts of drag and thrust. In order to rationalize the experimental measurements, we next develop a theoretical hydrodynamic model. We assume that the classical resistive-force theory of slender filaments is locally valid along the helical propeller and use it to calculate the swimming speed as a function of the position of the swimmer relative to the fluid-fluid interface. The predictions of the model agree well with experiments for the case of positive viscosity gradients. When crossing across a negative gradient, gravitational forces in the experiment become important, and we modify the model to include buoyancy, which agrees with experiments. In general our results show that it is harder for a pusher swimmer to cross from low to high viscosity, whereas for a puller swimmer it is the opposite. Our model is also extended to the case of a swimmer crossing a continuous viscosity gradient.