We present optical spectra in the range 4600 -- 8600 A for three low-mass X-ray binaries which have been suggested to belong to the class of ultra-compact X-ray binaries based on their X-ray spectra. Our spectra show no evidence for hydrogen or helium emission lines, as are seen in classical X-ray binaries. The spectrum of 4U~0614+09 does show emission lines which we identify with carbon and oxygen lines of CII, CIII, OII and OIII. While the spectra of 4U 1543-624 and 2S 0918-549 have a lower signal-to-noise ratio, and thus are more difficult to interpret, some of the characteristic features of 4U 0614+09 are present in these spectra too, although sometimes they are clearly weaker. We conclude that the optical spectra give further evidence for the ultra-compact nature of these X-ray binaries and for their donor stars being carbon-oxygen white dwarfs.