For the first time, high-flux CdZnTe (HF-CZT) sensors produced by REDLEN Inc. were characterized at the FXE and SPB/SFX instruments of the European XFEL. This study focuses on their response to intense X-ray FEL pulses regarding linearity and signal decay. Due to improved charge carrier dynamics, the response of the HF-CZT sensors did not show a strong indication of non-linear behavior or long-lasting afterglow, indicating compatibility with MHz operation at EuXFEL.