  Different extensions of the standard model of particle physics, such as
braneworld or mirror matter models, predict the existence of a neutron sterile
state, possibly as a dark matter candidate. This Letter reports a new
experimental constraint on the probability $p$ for neutron conversion into a
hidden neutron, set by the STEREO experiment at the high flux reactor of the
Institut Laue-Langevin. The limit is $p<3.1\times 10^{-11}$ at $95 \%$ C.L.
improving the previous limit by a factor 13. This result demonstrates that
short-baseline neutrino experiments can be used as competitive
passing-through-walls neutron experiments to search for hidden neutrons.
