CXO J133815.6+043255 is an ultraluminous X-ray source (ULX) with ultraviolet, optical, and radio counterparts located 10 kpc away from the nucleus of the galaxy NGC 5252. Optical spectroscopic studies indicate that the ULX is kinematically associated with NGC 5252; yet, the compactness of its radio emission could not rule out the possibility that the ULX is a background blazar. We present follow-up VLBA radio observations that are able to resolve the compact radio emission of the ULX into two components, making the blazar scenario very unlikely. The east component is extended at 4.4 GHz and its detection also at 7.6 GHz reveals a steep spectral index. The west component is only detected at 4.4 GHz, is not firmly resolved, and has a flatter spectral index. Considering that the west component hosts the radio core, we constrain the black hole mass of the ULX to 103.5 < MBH ≲2 × 106 M☉ and its Eddington ratio to ∼10-3. The ULX is thus most likely powered by an intermediate-mass black hole or low-mass AGN. Our results constitute the first discovery of a multicomponent radio jet in a ULX and possible intermediate-mass black hole.