The proposed Beam Dump Facility (BDF) is foreseen to be located at the North Area of the SPS. It is designed to be able to serve both beam dump like and fixed target experiments. The SPS and the new facility would offer unique possibilities to enter a new era of exploration at the intensity frontier. Possible options include searches for very weakly interacting particles predicted by Hidden Sector models, and flavour physics measurements. In the first instance, exploitation of the facility, in beam dump mode, is envisaged to be for the Search for Hidden Particle (SHiP) experiment. Following the first evaluation of the BDF in 2014-2016, CERN management launched a Comprehensive Design Study over three years for the facility. The BDF study team has since executed an in-depth feasibility study of proton delivery to target, the target complex, and the underground experimental area, including prototyping of key sub-systems and evaluations of the radiological aspects and safety. A first iteration of detailed integration and civil engineering studies have been performed in order to produce a realistic schedule and cost. This document gives a detailed overview of the proposed facility together with the results of the studies, and draws up a possible road map for a three-year Technical Design Report phase, followed by a 5 to 6 year construction phase.