A new setup for doping helium nanodroplets by means of laser ablation at kilohertz repetition rate is presented. The doping process is characterized and two distinct regimes of laser ablation are identified. The setup is shown to be efficient and stable enough to be used for spectroscopy, as demonstrated on beam depletion spectra of lithium atoms attached to helium nanodroplets. For the first time, helium droplets are doped with high temperature refractory materials such as titanium and tantalum. Doping with the nonvolatile DNA basis guanine is found to be efficient and a number of oligomers are detected.