Using a sample of 63 AGNs extracted from the $Einstein$ Extended Medium Sensitivity Survey (EMSS), we study the X-ray spectral properties of X-ray selected AGN in the 0.1$-$2.4 keV ROSAT band. These objects are all the EMSS AGN detected with more than 300 net counts in ROSAT PSPC images available from the public archive (as of May 31, 1995). A Maximum-Likelihood analysis is used to find the mean power-law spectral index $<alpha_p>$ and the intrinsic dispersion $sigma_p$. We find $<alpha_p>$=1.42 with $sigma_p$=0.44. This value is significantly steeper ($Delta alpha sim$0.4) than the mean $Einstein$/IPC spectral index obtained applying the ML analysis on the whole sample of EMSS AGN. This result shows that the soft excess already noted in optically selected AGN is present also in X-ray selected AGN. The relatively high value obtained for the intrinsic dispersion confirms that in the soft band AGN are characterized by a variety of spectral indices and the increase with respect to results obtained from the analysis of Einstein data ($Delta sigma_p sim$0.16) suggests a further broadening of the spectral index distribution as one moves to softer energies. A comparison between the mean spectral index of Radio-quiet and Radio-loud subsamples shows that the mean index of the RL sample is flatter than that of RQ, both in the IPC ($Delta alpha sim$0.3) and in the PSPC ($Delta alpha sim$0.4) data. This suggests that the additional X-ray component in RL AGN dominates the X-ray emission of RL AGN over almost two decades of energy ($sim$0.1$-$10 keV).