An observation of neutrinoless double beta decay would have significant impact on our understanding of the lepton sector of the Standard Model. First, neutrinoless double beta decay could shed light on the absolute mass scale of the neutrino mass spectrum, a quantity which cannot be constrained by neutrino oscillation experiments. Second, double beta decay is only allowed if the neutrino and anti-neutrino are identical which is a basic prediction of many extensions of the Standard Model including many grand unified theories. The Enriched Xenon Observatory (EXO) is developing sensitive searches of double beta decay using Xenon-136. The first phase of the experiment, called EXO-200, is in the final stages of assembly in the WIPP underground facility in Carlsbad, NM and will be by far the largest double beta decay experiment ever attempted. The current status of the EXO-200 experiment will be presented.