The European X-ray Free Electron Laser (XFEL) and Linac Coherent Light Source (LCLS) II are extremely intense sources of X-rays capable of generating Serial Femtosecond Crystallography (SFX) data at megahertz (MHz) repetition rates. Previous work has shown that it is possible to use consecutive X-ray pulses to collect diffraction patterns from individual crystals. Here, we exploit the MHz pulse structure of the European XFEL to obtain two complete datasets from the same lysozyme crystal, first hit and the second hit, before it exits the beam. The two datasets, separated by <1 µs, yield up to 2.1 Å resolution structures. Comparisons between the two structures reveal no indications of radiation damage or significant changes within the active site, consistent with the calculated dose estimates. This demonstrates MHz SFX can be used as a tool for tracking sub-microsecond structural changes in individual single crystals, a technique we refer to as multi-hit SFX.