We propose a scheme able to generate stationary continuous variable entanglement between an optical and a microwave cavity mode by means of their common interaction with a micro-mechanical resonator. We show that when both cavities are intensely driven one can generate bipartite entanglement between any pair of the tripartite system, and that, due to entanglement sharing, optical-microwave entanglement is efficiently generated at the expense of microwave-mechanical and opto-mechanical entanglement.