We have conducted long-slit spectroscopic observations and analyzed archival radio data for the ultraluminous X-ray source (ULX) NGC 4861 X-1. Our spectral line analysis unveils NGC 4861 X-1 as the fourth ULX situated within an X-ray photoionized nebula, following three previous findings made approximately two decades ago. Remarkably, we discover NGC 4861 X-1 also possesses a radio nebula emitting optically thin synchrotron radiation, which contradicts its X-ray photoionization and raises doubts about the four ULXs being a mere coincidence. Instead of gradually accumulating from different bands bit by bit, our multiband discovery is made all at once. Moreover, we tentatively perceive a faint continuum spectrum of the optical nebula. Further observations are needed to ascertain its radio structures and verify the optical continuum.