The SHiP experiment at CERN has been proposed to search for New Physics at the so-called intensity frontier by probing the existence of very fleebly coupled particles, predicted in several theoretical models, in the few GeV/c 2 mass range. Such hidden particles would be produced in the decays of heavy hadrons from 400 GeV/c proton interactions on a high density target at the Beam Dump Facility to be located in the CERN SPS North Area. Among hidden particles, the search for Heavy Neutral Leptons is very strongly motivated by theory, as they would explain simultaneously the baryon asymmetry of the Universe and the observed neutrino masses. The expected copious production of Ds mesons at the beam dump, producing tau neutrinos through fully leptonic decays, makes SHiP also ideal to study tau neutrino physics with unprecedented sensitivity. The current status of the experiment, recently summarised in the Comprehensive Design Study Report, is presented.