A jet injector uses no needles, but instead squirts the substance being injected through a narrow orifice under high pressure, producing a fine stream which penetrates the skin as easily as a needle.
Jets are popular with anyone who is simply scared of needles, for any reason.
The jet disperses the insulin more than a needle does, which probably results in faster absorption. This can be an advantage or a disadvantage, and requires careful monitoring when first used. Technique is just as important as with needles, so jets are no more appropriate than needles for small children. If a jet is used to avoid needles, equipment failure forcing a fallback to needles may be traumatic. High cost is a major factor.