X-ray fee-electron lasers (XFELs) enable time-resolved crystallography experiments and the structure determination of proteins with little or no radiation damage. However currently it is unknown whether the designated 4.5 MHz maximum pulse rate for the European XFEL could lead to sample damage caused by shock waves from preceding pulses. Here, the authors address this question by performing a X-ray pump X-ray probe experiment on haemoglobin microcrystals at the Stanford XFEL facility that mimics the 4.5 MHz data collection mode and observe structural changes and a drop in diffraction data quality of the crystals.