The X-ray source CXO J133815.6+043255 has counterparts in the UV, optical, and radio bands. Based on the multiband investigations, it has been recently proposed by Kim et al. as a rarely seen off-nucleus ultraluminous X-ray (ULX) source with a black hole mass of >= 10(4)M(circle dot) in the nearby Seyfert galaxy NGC 5252. To explore its radio properties at very high angular resolution, we performed very long-baseline interferometry (VLBI) observations with the European VLBI Network (EVN) at 1.7 GHz. We find that the radio counterpart is remarkably compact among the known ULXs. It does not show a resolved structure with a resolution of a few milliarcsecond (mas), and the total recovered flux density is comparable to that measured in earlier sub-arcsecond-resolution images. The compact radio structure, the relatively flat spectrum, and the high radio luminosity are consistent with a weakly accreting supermassive black hole in a low-luminosity active galactic nucleus. The nucleus of NGC 5252 itself has similar radio properties. We argue that the system represents a relatively rare pair of active galactic nuclei, where both components emit in the radio.