We report RXTE results of spectral analyses of three (Sco X-1, GX 349+2, and Cyg X-2) out of the 6 known Z sources, with emphasis in the hard X-ray emission. No hard X-ray tails were found for Cyg X-2 (< 8.4E-5 photons cm**-2 s**-1, 50-100 keV, 3 sigma) and for GX 349+2 (< 7.9E-5 photons cm**-2 s**-1, 50-100 keV, 3 sigma). For Sco X-1 a variable hard X-ray tail (with an average flux of 2.0E-3 photons cm**-2 s**-1, 50-100 keV) has already been reported. We compare our results to reported detections of a hard component in the spectrum of Cyg X-2 and GX 349+2. We argue that, taking into account all the results on detections of hard X-ray tails in Sco X-1 and GX 349+2, the appearance of such a component is correlated with the brightness of the thermal component.