Wolf-Rayet (WR) stars are evolved massive stars with strong fast stellar winds. WR stars in our Galaxy have shown three possible sources of X-ray emission associated with their winds: shocks in the winds, colliding stellar winds, and wind-blown bubbles; however, quantitative analyses of observations are often hampered by uncertainties in distances and heavy foreground absorption. These problems are mitigated in the Magellanic Clouds (MCs), which are at known distances and have small foreground and internal extinction. We have therefore started a survey of X-ray emission associated with WR stars in the MCs using archival Chandra, ROSAT, and XMM-Newton observations. In the first paper of this series, we report the results for 70 WR stars in the MCs using 192 archival Chandra ACIS observations. X-ray emission is detected from 29 WR stars. We have investigated their X-ray spectral properties, luminosities, and temporal variability. These X-ray sources all have luminosities greater than a few times 10^32 ergs s^-1, with spectra indicative of highly absorbed emission from a thin plasma at high temperatures typical of colliding winds in WR+OB binary systems. Significant X-ray variability with periods ranging from a few hours up to ~20 days is seen associated with several WR stars. In most of these cases, the X-ray variability can be linked to the orbital motion of the WR star in a binary system, further supporting the colliding wind scenario for the origin of the X-ray emission from these stars.