We report on 43 GHz v=1, J=1-0 SiO maser proper motions in the circurnstellar envelope of the M-type semi-regular variable star VX Sgr, observed by Very Long Baseline Array (VLBA) at 3 epochs during 1999 April-May. Applying the statistical parallax analysis to these proper motions, we estimated a distance of VX Sgr of 1.57 +/- 0.27kpc, which is consistent with that based on the proper motions of H2O masers, or on the assumption that VX Sgr belongs to the Sgr OB I association. At this distance, VX Sgr can be classified as a red supergiant. Comparing the statistical parallax method with those of model fitting and annual parallax, we think that the statistical parallax method may be a good way of estimating SiO maser distances at present.