Diffusion and thermal diffusion processes in a liquid mixture are accompanied by long-range non-equilibrium fluctuations, whose amplitude is orders of magnitude larger than that of equilibrium fluctuations. The mean-square amplitude of the non-equilibrium fluctuations presents a scale-free power law behavior q-4 as a function of the wave vector q, but the divergence of the amplitude of the fluctuations at small wave vectors is prevented by the presence of gravity. In microgravity conditions the non-equilibrium fluctuations are fully developed and span all the available length scales up to the macroscopic size of the systems in the direction parallel to the applied gradient. Available theoretical models are based on linearized hydrodynamics and provide an adequate description of the statics and dynamics of the fluctuations in the presence of small temperature/concentration gradients and under stationary or quasi-stationary conditions. We describe a project aimed at the investigation of Non-EquilibriUm Fluctuations during DIffusion in compleX liquids (NEUF-DIX). The focus of the project is on the investigation in micro-gravity conditions of the non-equilibrium fluctuations in complex liquids, trying to tackle several challenging problems that emerged during the latest years, such as the theoretical predictions of Casimir-like forces induced by non-equilibrium fluctuations; the understanding of the non-equilibrium fluctuations in multi-component mixtures including a polymer, both in relation to the transport coefficients and to their behavior close to a glass transition; the understanding of the non-equilibrium fluctuations in concentrated colloidal suspensions, a problem closely related with the detection of Casimir forces; and the investigation of the development of fluctuations during transient diffusion. We envision to parallel these experiments with state-of-the-art multi-scale simulations.