[excel] Quicker way to get all unique values of a column in VBA?

Try this

Option Explicit

Sub UniqueValues()
Dim ws As Worksheet
Dim uniqueRng As Range
Dim myCol As Long

myCol = 5 '<== set it as per your needs
Set ws = ThisWorkbook.Worksheets("unique") '<== set it as per your needs

Set uniqueRng = GetUniqueValues(ws, myCol)

End Sub


Function GetUniqueValues(ws As Worksheet, col As Long) As Range
Dim firstRow As Long

With ws
    .Columns(col).RemoveDuplicates Columns:=Array(1), header:=xlNo

    firstRow = 1
    If IsEmpty(.Cells(1, col)) Then firstRow = .Cells(1, col).End(xlDown).row

    Set GetUniqueValues = Range(.Cells(firstRow, col), .Cells(.Rows.Count, col).End(xlUp))
End With

End Function

it should be quite fast and without the drawback NeepNeepNeep told about