X-ray observations of sdO stars are a useful tool to investigate their properties, but so far only two sdO stars were detected at X-rays. We observed a complete flux-limited sample of 19 sdO stars with the Chandra HRC-I camera to measure the count rate of the detected sources or to set a tight upper limit on it for the undetected sources. We obtained a robust detection of BD+37 1977 and Feige 34 and a marginal detection of BD+28 4211. The estimated luminosity of BD+37 1977 is above 10^31 erg/s, which is high enough to suggest the possible presence of an accreting compact companion. This possibility is unlikely for all the other targets (both detected and undetected), since in their case L_X < 10^30 erg/s. On the other hand, for all 19 targets the estimated value of L_X (or its upper limit) implies an X-ray/bolometric flux ratio that agrees with log(L_X/L_bol) = -6.7 +/- 0.5, which is the range of values typical of main-sequence and giant O stars. Therefore, for Feige 34 and BD+28 4211 the observed X-ray flux is most probably due to intrinsic emission. The same is possibile for the 16 undetected stars.