We present multi-frequency VLBI observations of SS 433 at 1.6, 5, and 15 GHz. The central region of the source is resolved and shows a double core-wing structure with a central gap, resolvable only at high frequency. Spectral properties of these components indicate that free-free absorption occurs, but only towards the innermost part of the jets. We have also discovered an extended emission region which is nearly perpendicular to the twin jets and has a steep spectrum. Possibly, our observations indicate the presence of a large, flattened structure in the equatorial plane of the system.