8 pages, 9 figures; invited talk given at the 2005 ESLAB Symposium "Trends in Space Science and Cosmic Vision 2020", 19-21 April 2005, ESTEC, Noordwijk, The Netherlands ; International audience ; The Pioneer 10 and 11 spacecraft yielded the most precise navigation in deep space to date. These spacecraft had exceptional acceleration sensitivity. However, analysis of their radio-metric tracking data has consistently indicated that at heliocentric distances of $∼ 20-70$ astronomical units, the orbit determinations indicated the presence of a small, anomalous, Doppler frequency drift. The drift is a blue-shift, uniformly changing with a rate of $∼(5.99 ± 0.01)\times 10^{-9}$ Hz/s, which can be interpreted as a constant sunward acceleration of each particular spacecraft of $a_P = (8.74 ± 1.33)\times 10^{-10} {\rm m/s^2}$. This signal has become known as the Pioneer anomaly. The inability to explain the anomalous behavior of the Pioneers with conventional physics has contributed to growing discussion about its origin. There is now an increasing number of proposals that attempt to explain the anomaly outside conventional physics. This progress emphasizes the need for a new experiment to explore the detected signal. Furthermore, the recent extensive efforts led to the conclusion that only a dedicated experiment could ultimately determine the nature of the found signal. We discuss the Pioneer anomaly and present the next steps towards an understanding of its origin. We specifically focus on the development of a mission to explore the Pioneer Anomaly in a dedicated experiment conducted in deep space.