What I want is to include an xlsx sheet (or rather the data of said file) into Sphinx documentation.
Is there any way to convert an xlsx sheet to restructuredText?
You do not need to convert it to rst. If you export your xlsx sheet to a comma separated file (csv) you can then use the csv-table directive.
The great thing is that you need to set up your table in your csv only once, and whenever you update your xlsx sheet, just export again to csv to the same location of where your table was before.
.. csv-table:: The contents of my xlsx sheet exported to mytable.csv
:widths: 15 40 20
:header: "Header 1", "Header 2", "Header 3"
:file: mytable.csv
That is all. Add as many widths and headers as you have columns in your file.
Note that in the documentation a security warning is given when using the :file: option. You can choose to copy paste the comma separated text into the document. However, if you update the table regularly I find it easiest to just export again to csv.