Dark matter (DM) haloes with masses below ∼108 M⊙, which would help to discriminate between DM models, may be detected through their gravitational effect on distant sources. The same applies to primordial black holes, considered as an alternative scenario to DM particle models. However, there is still no evidence for the existence of such objects. With the aim of finding compact objects in the mass range of ∼106–109 M⊙, we search for strong gravitational lenses on milliarcsec scales (<150 mas). For our search, we used the Astrogeo very long baseline interferometry (VLBI) fits image data base – the largest publicly available data base, containing multifrequency VLBI data of 13 828 individual sources. We used the citizen science approach to visually inspect all sources in all available frequencies in search for images with multiple compact components on mas scales. At the final stage, sources were excluded based on the surface brightness preservation criterion. We obtained a sample of 40 sources that passed all steps and therefore are judged to be mas lens candidates. These sources are currently followed up with ongoing European VLBI network observations at 5 and 22 GHz. Based on spectral index measurements, we suggest that two of our candidates have a higher probability to be associated with gravitational lenses.