Fast projectiles don't always hit

Fast projectiles don't always hit

So for my game, a have a fast moving Bullet object, with a sprite that's
5x5 (roughly). Moving at about a speed of 30, it needs to impact a
relatively thin Enemy object with a thickness of only about 5 pixels. At
certain regular intervals of distance, the Bullets pass through the enemy
without a collision.
I think its because the bullet is moving so fast that it happens to "jump"
over the enemy, hence the regular intervals. other than increasing the
width of the Bullet or Enemy, is there a way to guarantee that a collision
is properly detected?