We present theoretical fully differential cross sections (FDCS) for double ionization of helium by 500 eV and 2 keV electron impact. Contributions from various reaction mechanisms to the FDCS were calculated separately and compared to experimental data. Our theoretical methods are based on the first Born approximation. Higher-order effects are incorporated using the Monte Carlo event generator technique. Earlier, we successfully applied this approach to double ionization by ion impact, and in the work reported here it is extended to electron impact. We demonstrate that at 500 eV impact energy, double ionization is dominated by higher-order mechanisms. Even at 2 keV, double ionization does not predominantly proceed through a pure first-order process.