SPIDERS (SPectroscopic IDentification of eROSITA Sources) is a Sloan Digital Sky Survey IV (SDSS-IV) survey running in parallel to the Extended Baryon Oscillation Spectroscopic Survey (eBOSS) cosmology project. SPIDERS will obtain optical spectroscopy for large numbers of X-ray-selected active galactic nuclei (AGN) and galaxy cluster members detected in wide-area eROSITA, XMM–Newton and ROSAT surveys. We describe the methods used to choose spectroscopic targets for two sub-programmes of SPIDERS X-ray selected AGN candidates detected in the ROSAT All Sky and the XMM–Newton Slew surveys. We have exploited a Bayesian cross-matching algorithm, guided by priors based on mid-IR colour–magnitude information from the Wide-field Infrared Survey Explorer survey, to select the most probable optical counterpart to each X-ray detection. We empirically demonstrate the high fidelity of our counterpart selection method using a reference sample of bright well-localized X-ray sources collated from XMM–Newton, Chandra and Swift-XRT serendipitous catalogues, and also by examining blank-sky locations. We describe the down-selection steps which resulted in the final set of SPIDERS-AGN targets put forward for spectroscopy within the eBOSS/TDSS/SPIDERS survey, and present catalogues of these targets. We also present catalogues of ∼12 000 ROSAT and ∼1500 XMM–Newton Slew survey sources that have existing optical spectroscopy from SDSS-DR12, including the results of our visual inspections. On completion of the SPIDERS programme, we expect to have collected homogeneous spectroscopic redshift information over a footprint of ∼7500 deg2 for >85 per cent of the ROSAT and XMM–Newton Slew survey sources having optical counterparts in the magnitude range 17 < r < 22.5, producing a large and highly complete sample of bright X-ray-selected AGN suitable for statistical studies of AGN evolution and clustering.