We present multi-epoch observations with the VLBA of SiO maser emission in the v=1, J=1-0 transition at 43GHz from the remnant of the red nova V838 Mon. We model the positions of maser spots to derive a parallax of 0.166+/-0.060mas. Combining this parallax with other distance information results in a distance of 5.6+/-0.5kpc, which agrees with an independent geometric distance of 6.1+/-0.6kpc from modeling polarimetry images of V838 Mon's light echo. Combining these results, and including a weakly constraining Gaia DR2 parallax, yields a best estimate of distance of 5.9+/-0.4kpc. The maser spots are located close to the peaks of continuum at ~225GHz and SiO J=5-4 thermal emission detected with ALMA. The proper motion of V838 Mon confirms its membership in a small open cluster in the Outer spiral arm of the Milky Way.