Sub t()
  Dim a1(), a2(), i&, lr&, j&, e, r As Range, d As Object
  lr = Sheets("Лист1").Cells(Rows.Count, 1).End(xlUp).Row
  a1 = Sheets("Лист1").[a1].Resize(lr).Value
  Set d = CreateObject("scripting.dictionary")
  For Each e In a1: d.Item(e) = 0&: Next
    
  With Sheets("Лист2")
    lr = .Cells(Rows.Count, 1).End(xlUp).Row
    a2 = .[a1].Resize(lr).Value
    For j = lr To 1 Step -1
      If d.exists(a2(j, 1)) Then
        If r Is Nothing Then Set r = .Cells(j, 1) Else Set r = Union(r, .Cells(j, 1))
      End If
    Next
    If Not r Is Nothing Then r.EntireRow.Delete
  End With
End Sub

Sub t2()
    Dim sCon$, cn As Object, sSQL$
    Set cn = CreateObject("ADODB.Connection")
    Select Case CLng(Split(Application.Version, ".")(0))
        Case Is < 12
            sCon = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" & ThisWorkbook.FullName _
              & ";Extended Properties=""Excel 8.0;HDR=No;IMEX=1"";"
        Case Is >= 12
            sCon = "Provider=Microsoft.ACE.OLEDB.12.0;Data Source=" & ThisWorkbook.FullName _
            & ";Extended Properties=""Excel 12.0;HDR=No;IMEX=1"";"
    End Select ' thnx R Dmitry
    
    sSQL = "DELETE a.* FROM [Лист2$A:A] AS a WHERE a.F1 IN (SELECT b.F1 FROM [Лист1$A:A] AS b)"
    cn.Open sCon
    cn.Execute sSQL
End Sub