The possibility that primordial black holes (PBHs) form a part of dark matter has been considered over a wide mass range from the Planck mass ($10^{-5}~rm g$) to the level of the supermassive black hole in the center of the galaxy. Primordial origin might be one of the most important formation channel of massive black holes. We propose the lensing effect of very long baseline interferometer observations of compact radio sources with extremely high angular resolution as a promising probe for the presence of intergalactic PBHs in the mass range $sim10^2$-$10^9~M_{odot}$. For a sample of well-measured 543 compact radio sources, no millilensing multiple images are found with angular separations between $0.2$ milliarcsecond and $50$ milliarcseconds. From this null search result, we derive that the fraction of dark matter made up of PBHs in the mass range $sim10^4$-$10^8~M_{odot}$ is $lesssim0.56%$ at $68%$ confidence level.