We investigate the potential for the Deep Underground Neutrino Experiment (DUNE) to probe the existence and effects of a fourth neutrino mass-eigenstate. We study the mixing of the fourth mass-eigenstate with the three active neutrinos of the Standard Model, including the effects of new sources of CP-invariance violation, for a wide range of new mass-squared differences, from lower than 10^-5 eV^2 to higher than 1 eV^2. DUNE is sensitive to previously unexplored regions of the mixing angle - mass-squared difference parameter space. If there is a fourth neutrino, in some regions of the parameter space, DUNE is able to measure the new oscillation parameters (some very precisely) and clearly identify two independent sources of CP-invariance violation. Finally, we use the hypothesis that there are four neutrino mass-eigenstates in order to ascertain how well DUNE can test the limits of the three-massive-neutrinos paradigm. In this way, we briefly explore whether light sterile neutrinos can serve as proxies for other, in principle unknown, phenomena that might manifest themselves in long-baseline neutrino oscillation experiments.