We propose Scheduled Auxiliary Control (SAC-X), a new learning paradigm in the context of Reinforcement Learning (RL). SAC-X enables learning of complex behaviors - from scratch - in the presence of multiple sparse reward signals.To this end, the agent is equipped with a set of general auxiliary tasks, that it attempts to learn simultaneously via off-policy RL.The key idea behind our method is that active (learned) scheduling and execution of auxiliary policies allows the agent to efficiently explore its environment - enabling it to excel at sparse reward RL.Our experiments in several challenging robotic manipulation settings demonstrate the power of our approach.