17 October 2015 Last updated at 09:18 BST
The mission is called Luna 27, and hopes to launch in five year's time.
One of the aims will be to try to discover if there is enough water and raw materials to make fuel and oxygen.
They will do this by sending a probe to the an area near the Moon's south pole which has never been explored, is freezing cold and has areas of constant darkness.
The probe will drill down into the Moon's surface and send back the research samples.
The European Space Agency also has plans to see if astronauts can live and work on the Moon for long periods of time.
Hayley has been finding out more...
European and Russian space agencies are planning to send the first ever spacecraft to the south pole of the Moon.