Context. Runaway O-and early B-type stars passing through the interstellar medium at supersonic velocities and characterized by strong stellar winds may produce bow shocks that can serve as particle acceleration sites. Previous theoretical models predict the production of high-energy photons by nonthermal radiative processes, but their efficiency is still debated. Aims. We aim to test and explain the possibility of emission from the bow shocks formed by runaway stars traveling through the interstellar medium by using previous theoretical models. Methods. We applied our model to AE Aurigae, the first reported star with an X-ray detected bow shock, to BD+43 3654, in which the observations failed in detecting high-energy emission, and to the transition phase of a supergiant star in the late stages of its life. Results. From our analysis, we confirm that the X-ray emission from the bow shock produced by AE Aurigae can be explained by inverse Compton processes involving the infrared photons of the heated dust. We also predict low high-energy flux emission from the bow shock produced by BD+43 3654, and the possibility of high-energy emission from the bow shock formed by a supergiant star during the transition phase from blue to red supergiant. Conclusions. Bow shocks formed by different types of runaway stars are revealed as a new possible source of high-energy photons in our neighborhood.