Let
G
=
⟨
G
,
⋅
⟩
\mathbb {G}=\langle G, \cdot \rangle
be a group definable in an o-minimal structure
M
\mathcal {M}
. A subset
H
H
of
G
G
is
G
\mathbb {G}
-definable if
H
H
is definable in the structure
⟨
G
,
⋅
⟩
\langle G,\cdot \rangle
(while definable means definable in the structure
M
\mathcal {M}
). Assume
G
\mathbb {G}
has no
G
\mathbb {G}
-definable proper subgroup of finite index. In this paper we prove that if
G
\mathbb {G}
has no nontrivial abelian normal subgroup, then
G
\mathbb {G}
is the direct product of
G
\mathbb {G}
-definable subgroups
H
1
,
…
,
H
k
H_1,\ldots ,H_k
such that each
H
i
H_i
is definably isomorphic to a semialgebraic linear group over a definable real closed field. As a corollary we obtain an o-minimal analogue of Cherlin’s conjecture.