Celestial positions in radio and optical

We discuss the importance of the direct link between the most accurate radio and optical reference frames that will become possible with the next-generation space astrometry missions in about a decade. The positions of more than 500 active galactic nuclei that are common in the precise Very Long Baseline Interferometry (VLBI) catalogues and the Sloan Digital Sky Survey (SDSS) Data Release 4 (DR4) are compared. While obtaining an ``independent'' estimate for the SDSS coordinate accuracies, we find indications that the assumption of spatially coincident brightness peaks for the same objects in radio and optical does not hold for each object.