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X-ray free-electron lasers (XFELs) can probe chemical and biological reactions as they unfold with unprecedented spatial and temporal resolution. A principal challenge in this pursuit involves the delivery of samples to the X-ray interaction point in such a way that produces data of the highest possible quality and with maximal efficiency. This is hampered by intrinsic constraints posed by the light source and operation within a beamline environment. For liquid samples, the solution typically involves some form of high-speed liquid jet, capable of keeping up with the rate of X-ray pulses. However, conventional jets are not ideal because of radiation-induced explosions of the jet, as well as their cylindrical geometry combined with the X-ray pointing instability of many beamlines which causes the interaction volume to differ for every pulse. This complicates data analysis and contributes to measurement errors. An alternative geometry is a liquid sheet jet which, with its constant thickness over large areas, eliminates the problems related to X-ray pointing. Since liquid sheets can be made very thin, the radiation-induced explosion is reduced, boosting their stability. These are especially attractive for experiments which benefit from small interaction volumes such as fluctuation X-ray scattering and several types of spectroscopy. Although their use has increased for soft X-ray applications in recent years, there has not yet been wide-scale adoption at XFELs. Here, gas-accelerated liquid sheet jet sample injection is demonstrated at the European XFEL SPB/SFX nano focus beamline. Its performance relative to a conventional liquid jet is evaluated and superior performance across several key factors has been found. This includes a thickness profile ranging from hundreds of nanometres to 60 nm, a fourfold increase in background stability and favorable radiation-induced explosion dynamics at high repetition rates up to 1.13 MHz. Its minute thickness also suggests that ultrafast single-particle solution scattering is a possibility.