In the present paper we present the results of measurement of magnetic fields in some sunspots at different heights in the solar atmosphere, based on simultaneous optical and radio measurements. The optical measurements were made by traditional photographic spectral observations of Zeeman splitting in a number of spectral lines originating at different heights in the solar photosphere and chromosphere. Radio observations of the spectra and polarization of the sunspot -associated sources were made in the wavelength range of 2-4 cm using large reflector-type radio telescope RATAN-600. The magnetic field penetrating the hot regions of the solar atmosphere were found from the shortest wavelength of generation of thermal cyclotron emission (presumably in the third harmonic of electron gyrofrequency). For all the eight cases under consideration we have found that magnetic field first drops with height, increases from the photosphere to lower chromosphere, and then decreases again as we proceed to higher chromosphere and chromosphere-corona transition region. Radio measurements were found to be well correlated with optical measurements of magnetic fields for the same sunspot. An alternative interpretation implies that different lines used for magnetic field measurements refer to different locations on the solar surface. If this is the case, then the inversion in vertical gradients of magnetic fields may not exist above the sunspots. Possible sources of systematic and random errors are also discussed.