Monte Carlo simulation and theory were used to study the potential of mean force (PMF) between a pair of big colloidal (solute) particles suspended in a sea of smaller particles (solvent) interacting via Baxter's sticky hard sphere (SHS) potential. Simulation results were obtained by applying a special simulation technique developed for sampling the hard sphere collision force, while the theoretical predictions were calculated from the analytic solution of the Percus-Yevick/Ornstein-Zernike integral equation for spatial correlations in a two-component mixture at vanishing solute concentration. Both theory and simulation revealed oscillations of the solute-solute PMF with a period equal to the diameter of the solvent molecules. Further, the attractive PMF between solute particles in the SHS fluid decays slower than in a hard sphere solvent. Upon increasing the strength of attraction (stickiness) between the molecules of solvent, these oscillations gradually disappear, the PMF becoming long ranged and attractive at all separations.