Recent studies have shown that there are discrepancies between
observations and the theoretical predictions in some neutrino experiments at short
distances. In the so-called ``Reactor Antineutrino Anomaly'' and in the ``Gallium Anomaly'', these
differences from the expectations are at the $\sim$3 $\sigma$ level in both cases. Oscillations
into a light sterile neutrino state ($\Delta m^{2} \sim 1eV^{2}$) could account for the deficits in
observed rates. The STEREO experiment has been conceived to
confirm or reject the sterile neutrino hypothesis. It will search
for an oscillation pattern at short baselines (9-11 m) in the energy spectrum of the
antineutrinos emitted by the research nuclear reactor of the Institut Laue Langevin. To
this end, the detector is filled with two tons of Gd-loaded liquid scintillator read
out by an array of PMTs and is segmented into 6 cells in the direction of the antineutrino's
propagation. STEREO should be capable of excluding the best fit parameters region of a candidate sterile neutrino at 5 $\sigma$. Data
taking will start at the end of 2016 and the first physics results are expected by the first semester of 2017.