The standard three-family model describing the neutrino oscillation phenomenon is challenged by several experimental anomalies, such as the Reactor Antineutrino Anomaly (RAA), that can be solved by introducing a light sterile neutrino at the eV scale. STEREO probes the indicated oscillation phase-space region using a gadolinium-doped liquid scintillator segmented neutrino target at 10 meters distance from the compact core of the ILL research reactor, in Grenoble (France). The hypothesis of an oscillation towards a light sterile neutrino is tested by performing a relative comparison of measured antineutrino spectra between cells. The data recorded during 119 (211) days of reactor turned on (off) are compatible with the null oscillation hypothesis and reject the original best-fit of the RAA at 99% C.L.