In the last years, several neutrino oscillation experiments reported results not compatible within the 3-neutrino model, that hint at the existence of light sterile neutrinos. To test this hypothesis, the SOX (Short distance neutrino Oscillations in BoreXino) experiment will search for oscillations from active to sterile neutrinos by placing a radioactive $^{144}$Ce-$\bar\nu_e$ source underneath the liquid scintillator detector Borexino. Oscillations will be observed via a reduction of the detected interaction rate of the antineutrinos and an oscillatory pattern as a function of the neutrino energy and travelled distance. Data taking is going to start in beginning of 2018 and first results are expected within this year.