We report on the characterization of recently developed submillimetric He gas jets with peak density higher than 1021 atoms/cm3 from cylindrical and slightly conical nozzles of throat diameter of less than 400 μm. Helium gas at pressure 300−400 bar has been developed for this purpose to compensate the nozzle throat diameter reduction that affects the output mass flow rate. The fast-switching electro-valve enables to operate the jet safely for multi-stage vacuum pump assembly. Such gaseous thin targets are particularly suitable for laser-plasma interaction studies in the unexplored near-critical regime.