Tell us which camera and which lens.


A few things come to mind already:


1) You might not be using the best focus screen for the job. If your lens is faster than f/2.8, the stock focus screen won't show you accurate focus. When the mirror is down, light coming in through the lens is being projected onto the focus screen, and you're looking at the image on the screen when you look through the viewfinder. Some focus screens are optimized for faster lenses, and you might need to change to one of those.


2) Some lenses have focus shift at fairly wide (but not wide open) apertures.


Tell us more, and we'll postulate more.