This thesis focuses on a concept of space mission to icy moon, based on small probes with large radiogenic heat source. Icy moons could be the best candidates for the next space mission because there is possible to find liquid water and the conditions to host life. The attention of this paper is focused on Europa. Europa is an icy moon of Jupiter with a subsurface ocean of liquid water. Since water is one of the fundamental ingredients for life, its study has gained a lot of interest within the science community. Recently, concepts for a probe, which could potentially melt though Europa’s ice shell, have been discussed in the open literature.