The origin of subluminous B stars is still an unsolved problem in stellar evolution. Single star as well as close binary evolution scenarios have been invoked but until now have met with little success. We have carried out a small survey of spectroscopic binary candidates (19 systems consisting of an sdB star and late type companion) with the Planetary Camera of the WFPC2 onboard Hubble Space Telescope to test these scenarios. Monte Carlo simulations indicate that by imaging the programme stars in the R-band about one third of the sample (6-7 stars) should be resolved at a limiting angular resolution of 0.1 if they have linear separations like main sequence stars (single star evolution). None should be resolvable if all systems were produced by close binary evolution. In addition we expect three triple systems to be present in our sample. Most of these, if not all, should be resolvable. Components were resolved in 6 systems with separations between 0.2 and 4.5. However, only in two systems do the magnitudes of the resolved components match the expectations from the deconvolution of the spectral energy distribution. These two stars could be physical binaries whereas in the other cases the nearby star may be a chance projection or a third component. Radial velocity measurements indicate that the resolved system TON 139 is a triple system, with the sdB having a close companion that does not contribute detectably to the integrated light of the system. Accordingly the success rate would be only 5% which is clearly below the prediction for single star evolution. We conclude that the distribution of separations of sdB binaries deviates strongly from that of normal stars. Our results add further evidence that close binary evolution is fundamental for the evolution of sdB stars. (abbreviated)