nu_e->nu_s oscillations with large neutrino mass in NuTeV?

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.