Gas density distributions for an underexpanded jet at several different pressure ratios were measured at ultrahigh speeds in this work using digital holographic interferometry (DHI). DHI measurements have generally been performed on the order of several Hz in the literature, although some recent groups report measurements at 10 and 100 kHz. We demonstrate 2D imaging of gas density distributions at imaging rates up to 5 MHz, which is an increase by a factor of 50 compared to the previous DHI literature. A narrow-linewidth, continuous-wave laser was used in a Mach-Zehnder configuration, and the holograms were recorded using one of two different CMOS cameras. The interferograms were analyzed using the Fourier method, and a phase unwrapping was performed. Axisymmetric flow was assumed for the region near the nozzle exit, and an Abel inversion was performed to generate a planar-slice gas density distribution from the line-of-sight unwrapped phase. The challenges and opportunities associated with performing DHI measurements at ultrahigh speeds are discussed.