In the RFX reversed field pinch (RFP) frozen H and D pellets with mass ≤5·1020 atoms and speed ≤1.5 km/s are used for plasma fuelling. If a high speed pellet is launched with no plasma or is not completely ablated, the graphite first wall may be damaged by its impact. The paper presents the design of a protection system, based on real-time measurements of plasma current and density, developed to prevent incomplete pellet ablation.