Using available optical and X-ray catalogues of clusters and superclusters of galaxies, we build templates of thermal Sunyaev-Zel'dovich (tSZ) emission as they should be detected by the WMAP experiment. We compute the cross-correlation of our templates with WMAP temperature maps, and interpret our results separately for clusters and for superclusters of galaxies. For clusters of galaxies, we claim 2-5σ detections in our templates built from the BCS (Ebeling et al.), NORAS (Böhringer et al.) and de Grandi et al. catalogues. In these templates, the typical cluster temperature decrements in WMAP maps are around 15-35 μK in the Rayleigh-Jeans range (no beam deconvolution applied). Several tests probing the possible influence of foregrounds in our analyses demonstrate that our results are robust against Galactic contamination. On supercluster scales, we detect a diffuse component in the V and W WMAP bands, which cannot be generated by superclusters in our catalogues (Einasto et al.), and which is not present in the clean map of Tegmark et al. Using this clean map, our analyses yield, for Einasto's supercluster catalogues, the following upper limit for the Comptonization parameter associated with supercluster scales: ySC < 2.18 × 10-8 at the 95 per cent confidence level.