We present new results on CO depletion in a sample of nearby pre-stellar cores, based on observations of the millimeter C17O and C18O lines and the 1.3 mm dust emission with the IRAM 30m telescope. In most cases, the distribution of CO is much flatter than that of the dust, whereas other tracers, like N2H+, still probe the latter. In the centre of these objects, we estimate CO to be underabundant by a factor 4-15 depending on the cores. The CO underabundance is more pronounced in the central regions and appears to decrease with increasing distance from the core centre. This underabundance is most likely due to the freezing out of CO onto the dust grains in the cold, dense parts of the cores. We find evidence for an increase of the CO depletion degree with the core density.