ESSnuSB proposes to use the proton linac of the European Spallation Source (ESS) currently in construction in Lund (Sweden) to produce a very intense neutrino super beam, in parallel with the spallation neutron production. The ESS linac is expected to be operational by 2023 delivering 5 MW average power, 2 GeV proton beam, with 2.86 ms long pulses at a rate of 14 Hz. The primary proton beam-line completing the linac will consist of an accumulator ring to compress the beam pulses to 1.3 μs and a switchyard to distribute the protons onto the target station. The secondary beam-line producing neutrinos will consist of a four-horn/target station, a decay tunnel and a beam dump. A megaton scale water Cherenkov detector will be located at a baseline of about 500 km in one of the existing mines in Sweden and it will measure the neutrino oscillations. ESSnuSB was recently granted by the European H2020-INFRADEV program to start beginning of 2018 a 4-year design study on the feasibility of such facility. This paper presents the objectives, the steps and the organization of the ESSnuSB DS.