Using, in particular, the data upon Sgr A*, we propose the unified model of compact radio sources, i.e. of pulsars, maser sources, and active galactic nuclei. The unification is based on the wavelength dependence of radio source size. It is shown that the compact sources are characterized by a maser amplification of thermal radio emission. The density, temperature, and magnetic field profiles of compact sources are discussed. The wavelength dependence of Sgr A* size is explained by the effect of the gravitational field of a central energy source on a gas flow.