We aim at developing an efficient method to search for late-type subdwarfs (metal-depleted dwarfs with spectral types >M5) to improve the current statistics. Our objectives are: improve our knowledge of metal-poor low-mass dwarfs, bridge the gap between the late-M and L types, determine their surface density, and understand the impact of metallicity on the stellar and substellar mass function. We carried out a search cross-matching the SDSS, 2MASS, and UKIDSS using STILTS, Aladin, and Topcat. We considered different photometric and proper motion criteria for our selection. We identified 29 and 71 late-type subdwarf candidates in each cross-correlation over 8826 and 3679 square degrees, respectively. We obtained low-resolution optical spectra for 71 of our candidates with GTC, NOT, and VLT and retrieved spectra for 30 candidates from the SDSS spectroscopic database. We classified 92 candidates based on 101 optical spectra using two methods: spectral indices and comparison with templates of known subdwarfs. We confirmed 86% and 94% of the candidates as late-type subdwarfs from the SDSS vs 2MASS and SDSS vs UKIDSS cross-matches, respectively. These subdwarfs have spectral types ranging between M5 and L0.5 and SDSS magnitudes in the r=19.4-23.3 mag range. Our new late-type M discoveries include 49 subdwarfs, 25 extreme subdwarfs, six ultrasubdwarfs, one subdwarf/extreme subdwarf, and two dwarfs/subdwarfs. We derived a surface density of late-type subdwarfs of 0.040$^{+0.012}_{-0.007}$ per square degree in the SDSS DR7 vs UKIDSS LAS DR10 cross-match. We also checked the AllWISE photometry of known and new subdwarfs and found that mid-infrared colours of M subdwarfs do not appear to differ from their solar-metallicity counterparts of similar spectral types. However, the J-W2 and J-W1 colours are bluer for lower metallicity dwarfs. (abstract strongly abridged)