With Gaia, it will become possible to directly link the radio and optical reference frames using a large number of common objects. For the most accurate radio-optical link, it is important to know the level of spatial coincidence between the quasars' optical positions, and the radio positions determined by Very Long Baseline Interferometry (VLBI) observations. The "outlier" objects, for which the positions are significantly offset at the two different electromagnetic wavebands, may be of astrophysical interest as well. Here we present a case study to compare the radio positions of ~800 quasars common in the second realization of the International Celestial Reference Frame (ICRF2) and in the Sloan Digital Sky Survey Data Release 7 (SDSS DR7) catalogue. Compared to the radio ICRF2, the SDSS provides two orders of magnitude less accurate astrometric data in the optical. However, its extensive sky coverage and faint magnitude limit allow us to directly relate the positions of a large sample of radio sources. This way we provide an independent check of the overall accuracy of the SDSS positions and confirm that the astrometric calibration of the latest Data Release 8 (DR8) is poorer than that of the DR7. We find over 20 sources for which the optical and radio brightness peaks are apparently not coincident at least at the 3-sigma level of SDSS DR7 positional accuracy, and briefly discuss the possible causes, including dual active galactic nuclei. ; Comment: 4 pages, 1 figure. To appear in the proceedings of the "QSO Astrophysics, Fundamental physics, and Astrometric Cosmology in the Gaia era" workshop (6-9 June 2011, Porto, Portugal), eds. S. Anton, M. Crosta, A. Andrei and M. Lattanzi - Memorie della Societa Astronomica Italiana, Vol. 83, No. 3 (2012)