We have searched for several rotational lines of CO in the Pluto-Charon system, Centaurs (Chiron, Pholus, Nessus, Asbolus, Chariklo and 1998 SG35) and Kuiper Belt objects (1994 TB, 1996 TL66, 1996 TO66, 1996 TP66 and 1998 WH4). The observations were performed with the 30 m telescope of the Institut de Radioastronomie Millimétrique for Pluto/Charon, and with the James Clerk Maxwell Telescope and Caltech Submillimeter Observatory for Centaurs and Kuiper Belt objects. A tentative 4.5-σ J(2-1) CO line is present in the Pluto/Charon spectrum, which requires further confirmation. Assuming that Charon does not contribute to the CO emission, an upper limit of 1.2% and 7% is obtained for the CO/N_2 mixing ratio in Pluto's atmosphere, using the atmospheric thermal structure derived from the Stansberry et al. (1994, Icarus 111, 503) and Strobel et al. (1996, Icarus 120, 266) models, respectively. These upper limits are more constraining (by more than a factor of 6) than the upper limits reported by Young et al. (2001, Icarus, in press) from near-IR spectroscopy. None of the Centaurs or Kuiper Belt objects (KBO) were detected in CO. The CO production rate upper limit obtained for Chiron (3-5 x 10^(27) mol s^(-1)) over 1998-2000 years is a factor of 10 lower than the CO production rate derived from the marginal CO detection obtained in June 1995 by Womack & Stern ([CITE], Astron. Vestnik 33, 216), using same modelling of CO emission. Upper limits obtained for other Centaurs are typically ~10^(28) mol s^(-1), and between 1 and 5 x 10^(28) mol s^(-1) for the best observed KBOs. The comparison between these upper limits and the CO outgassing rates of comet C/1995 O1 (Hale-Bopp) measured at large distances from the Sun shows that Centaurs and KBOs underwent significant CO-devolatilization since their formation