We propose a possible way to detect baryons at low redshifts from the analysis of X-ray absorption spectra of bright AGN pairs . A simple semi-analytical model to simulate the spectra is presented . We model the diffuse warm-hot intergalactic medium ( WHIM ) component , responsible for the X-ray absorption , using inputs from high-resolution hydro-dynamical simulations and analytical prescriptions . We show that the number of OVII absorbers per unit redshift with column density larger than 10 ^ { 13.5 } cm ^ { -2 } - corresponding to an equivalent width of \sim 1 km/s - which will be possibly detectable by XEUS , is \raise - 2.0 pt \hbox { \hbox to 0.0 pt { \hbox { $ \sim$ } } \raise 5.0 pt \hbox { $ > $ } } 30 per unit redshift . Constellation-X will detect \sim 6 OVII absorptions per unit redshift with an equivalent width of 10 km/s . Our results show that , in a \Lambda CDM Universe , the characteristic size of these absorbers at z \sim 0.1 is \sim 1 h ^ { -1 } Mpc . The filamentary structure of WHIM can be probed by finding coincident absorption lines in the spectra of background AGN pairs . We estimate that at least 20 AGN pairs at separation \raise - 2.0 pt \hbox { \hbox to 0.0 pt { \hbox { $ \sim$ } } \raise 5.0 pt \hbox { $ < $ } } 20 arcmin are needed to detect this filamentary structure at a 3 \sigma level . Assuming observations of distant sources using XEUS for exposure times of 500 ksec , we find that the minimum source flux to probe the filamentary structure is \sim 2 \times 10 ^ { -12 } erg cm ^ { -2 } s ^ { -1 } , in the 0.1-2.4 keV energy band . Thus , most pairs of these extragalactic X-ray bright sources have already been identified in the ROSAT All-Sky Survey . Re-observation of these objects by future missions could be a powerful way to search for baryons in the low redshift Universe .