Should I change jobs when I have just started a project at work?

I have been at the same job for 9 years. I am interested in a job I heard about that I would be great for that is better than the one I have but I am apprehensive about applying for it because I have just started a project at my current job that will take about 2 months and I just would hate to get this new job and leave them with a half finished project. What should I do???