Context: Hadronic models, involving matter (proton or nuclei) acceleration in blazar jets, imply high energy photon and neutrino emissions due to interactions of high-energy protons with matter and/or radiation in the source environment. Aims: This paper shows that the sensitivity of the IceCube neutrino telescope in its 40-string configuration (IC-40) is already at the level of constraining the parameter space of purely hadronic scenarios of activity of blazars. Methods: Assuming that the entire source power originates from hadronic interactions, and assuming that the models describe the data, we estimate the expected neutrino flux from blazars based on the observed gamma-ray flux by Fermi, simultaneously with IC-40 observations. We consider two cases separately to keep the number of constrainable parameters at an acceptable level: proton-proton or proton-gamma interactions are dominant. Comparing the IC-40 sensitivity to the neutrino flux expected from some of the brightest blazars, we constrain model parameters characterizing the parent high-energy proton spectrum. Results: We find that when pp interactions dominate, some constraints on the primary proton spectrum can be imposed. For instance, for the tightest constrained source 3C 454.3, the very high energy part of the spectra of blazars is constrained to be harder than E^-2 with cut-off energies in the range of Ecut >10^18 eV. When interactions of high-energy protons on soft photon fields dominate, we can find similarly tight constraints on the proton spectrum parameters. [abridged]
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