I executed the npm run eject command to have more control on the webpack configuration. I needed a proxy in the devServer.
start.js doesn't seem to use that configuration when creates the development server because proxy was not working. Executing webpack-dev-server --config config/webpack.config.dev.js, the proxy works properly.
Finally adding the proxy configuration in the script https://github.com/facebookincubator/create-react-app/blob/master/scripts/start.js#L154 solved the issue.