We have determined the absolute proper motion of the Sagittarius dwarf spheroidal galaxy (Sgr) from the Southern Proper Motion Catalog 3, by selecting red giant candidates from the Two micron All sky survey. We obtain mu(l) cos b = -2.35 +/- 0.20 and mu(b) = -0.59 +/- 0.14 mas yr(-1), at l = 7degrees.6 and b = -21.degrees2. the absolute proper motions are on the International Celestial Reference system via Hipparcos Catalog stars.