  We propose an explanation of the NuTeV anomaly in terms of oscillations of
electron neutrinos into sterile neutrinos. We derive an approximate average
transition probability P(nu_e->nu_s) = 0.21 +- 0.07, which is compatible with
other neutrino data if the mass-squared difference Delta m^2 that drives the
oscillations is about 10 - 100 eV^2.
