The large size and the very low radioactive background achieved by the solar neutrino detector Borexino at the Gran Sasso Laboratory represent a unique opportunity to probe the existence of neutrino oscillations into new sterile components exploiting properly realized antineutrino and neutrino artificial sources. In this work, I briefly sketch the distinctive features of the SOX experiment, a program for the search of sterile neutrinos with Borexino that will be realized by deploying close to the detector an intense 144 Ce-144 Pr anti-neutrino source and, possibly in a second stage, a 51 Cr neutrino source.