Sterile neutrinos are an attractive extension of the Standard Model of elementary particles towards including a mechanism for generating the observed light neutrino masses. We discuss that when an approximate protective ``lepton number''-like symmetry is present, the sterile neutrinos can have masses around the electroweak scale and potentially large neutrino Yukawa couplings, which makes them well testable at planned future particle colliders. We systematically discuss the production and decay channels for sterile neutrinos at electron-proton colliders and give a complete list of the leading order signatures for sterile neutrino searches. We highlight several novel search channels and present a first look at the possible sensitivities for the active-sterile mixing parameters and the heavy neutrino masses. We also compare the performance of electron-proton colliders with the ones of proton-proton and electron-positron colliders, and discuss the complementarity of the different collider types.