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Just read a Scientific American review of a recent article which suggests evidence for sterile neutrinos:

http://www.nature.com/news/cosmic-mismatch-hints-at-the-existence-of-a-sterile-neutrino-1.14752

The article is a little unclear about exactly what evidence, but my question is more general. A sterile neutrino would certainly not necessarily imply a forth generation to the standard model - if memory serves there is some nice anomaly cancellation which would be ruined if we had four generations. I am mostly interested in what a sterile neutrinos would mean for supersymmetry - are they part of the MSSM? What is the minimal number of SUSY particles which must come along with such a neutrino? Do they HAVE to be SUSY, or can they be part of an extended SM?

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Sterile neutrinos are not part of a standard SUSY model. Supersymmetry by itself doesn't do any better at explaining neutrino masses then the Standard Model. Adding sterile (i.e., not interacting with any known particles) neutrinos to either the Standard Model or a supersymmetric model (such as the MSSM) can naturally explain the observed light neutrino masses. This is most often done using what's known as a type I See-saw model where the new sterile neutrinos would have a very heavy mass which turns out to suppress the original neutrino masses, however there are several alternatives.

If sterile neutrinos were added in to a supersymmetric model then for each new sterile neutrino there must be one corresponding sneutrino (superpartner of the neutrino), since supersymmetry requires one boson for each fermion.

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All true. Sterile neutrinos can be useful in eg mu from nu MSSM, $\mu\nu$MSSM because their scalar partner helps generate a $\mu$-term. –  innisfree Feb 21 at 11:02

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