I actually had a simple way to check if the sheet exists and then execute some instruction:
In my case I wanted to delete the sheet and then recreated the same sheet with the same name but the code was interrupted if the program was not able to delete the sheet as it was already deleted
Sub Foo ()
Application.DisplayAlerts = False
On Error GoTo instructions
Sheets("NAME OF THE SHEET").Delete
instructions:
Sheets.Add After:=Sheets(Sheets.Count)
ActiveSheet.Name = "NAME OF THE SHEET"
End Sub