We present results from our studies of radio emission from selected Ultraluminous X-ray (ULX) sources, using archival Giant Metrewave Radio Telescope (GMRT) data and new European VLBI Network (EVN) observations. The GMRT data are used to find possible faint radio emission from ULX sources located in late-type galaxies in the Chandra Deep Fields. No detections are found at 235, 325, and 610 MHz, and upper limits on the radio flux densities at these frequencies are given. The EVN observations target milliarcsecond-scale structures in three ULXs with known radio counterparts (N4449-X1, N4088-X1, and N4861-X2). We confirm an earlier identification of the ULX N4449-X1 with a supernova remnant and obtain the most accurate estimates of its size and age. We detect compact radio emission for the ULX N4088-X1, which could harbour an intermediate mass black hole (IMBH) of 105 M&sun; accreting at a sub-Eddington rate. We detect a compact radio component in the ULX N4861-X2, with a brightness temperature {> 106} K and an indication for possible extended emission. If the extended structure is confirmed, this ULX could be an H II region with a diameter of 8.6 pc and surface brightness temperature {≥ 105} K. The compact radio emission may be coming from a {˜ 105} M&sun; black hole accreting at 0.1dot{M}_Edd.