We introduce the novel concept of superdirective nanoantennas based on the excitation of higher-order magnetic multipole moments in subwavelength dielectric nanoparticles. Our superdirective nanoantenna is a small Si nanosphere containing a notch, and is excited by a dipole located within the notch. In addition to extraordinary directivity, this nanoantenna demonstrates efficient radiation steering at the nanoscale, resulting from the subwavelength sensitivity of the beam radiation direction to variation of the source position inside the notch. We compare our dielectric nanoantenna with a plasmonic nanoantenna of similar geometry, and reveal that the nanoantenna's high directivity in the regime of transmission is not associated with strong localization of near fields in the regime of reception. Likewise, the absence of hot spots inside the nanoantenna leads to low dissipation in the radiation regime, so that our dielectric nanoantenna has significantly smaller losses and high radiation efficiency of up to 70%.