The paper deals with a discussion of a new approach to sterile neutrino searching as well as the perspectives for searching of the reactor neutrino oscillations at short distances. To find out the phenomenon of existence of sterile neutrino an experimental laboratory with a 100 MW reactor SM-3 was founded. A neutrino detector can be located at short distances between six and eleven meters from the reactor core center. During performed experiments it was specified that the cosmic radiation background may course certain problems in measurements of the sterile neutrino searching. A number of tests have been performed to illustrate the correlation between the stream of the reactor antineutrino and the distance from a reactor core center. The outlooks of explorations of the reactor antineutrino oscillations at short distances were examined as well.