We investigate the possibility of performing a "missing energy" type experiment at the CERN SPS muon beam with the purpose to search for lepton-avor violating mu - tau conversion on nucleons in the 10-100 GeV energy range. The experiment can be performed in the near future with a sensitivity which cannot be reached at any of the existing high energy particle accelerators due to the high performance of the existing intense high energy muon beam at CERN SPS. Such an experiment would be an important component of the global program of searching for lepton-flavor violating transitions at low energies, LHC or at a future neutrino factory. It could be a natural start up for developing particle physics techniques for a similar experiment at a future neutrino factory.