We measure the Bose-Einstein correlations (BEC) in $\pi^0\pi^0$ pairs produced in Z$^0$ hadronic decays, using the full hadronic event sample collected at centre-of-mass energies at and near the Z$^0$ peak by the OPAL detector from 1991 to 1995. This corresponds to about 4 million hadronic $\rm Z^0$ decays. The measured correlation function is parametrised using a Gaussian shape, and the values for the strength and radius of the pion source are found to be compatible with those obtained for charged pions. The string model predicts a smaller source radius and a stronger BEC effect in $\pi^0\pi^0$ pairs than in charged pion pairs. However, these predictions hold for pairs produced directly from the string. According to our Monte Carlo simulations, the fraction of reconstructed $\pi^0\pi^0$ pairs originating from the string is negligible, and so we have no sensitivity to test the string model predictions.