We devise a new method for the detection of double-lined binary stars in a sample of the Radial Velocity Experiment (RAVE) survey spectra. The method is both tested against extensive simulations based on synthetic spectra, and compared to direct visual inspection of all RAVE spectra. It is based on the properties and shape of the cross-correlation function, and is able to recover ~80% of all binaries with an orbital period of order 1 day. Systems with periods up to 1 year are still within the detection reach. We have applied the method to 25,850 spectra of the RAVE second data release and found 123 double-lined binary candidates, only eight of which are already marked as binaries in the SIMBAD database. Among the candidates, there are seven that show spectral features consistent with the RS CVn type (solar type with active chromosphere) and seven that might be of W UMa type (over-contact binaries). One star, HD 101167, seems to be a triple system composed of three nearly identical G-type dwarfs. The tested classification method could also be applicable to the data of the upcoming Gaia mission.