Using reliable trigonometric measurements, we find that the absolute magnitude of cataclysmic variables depends on the orbital period and de-reddened (J-H)_0_ and (H-Ks)_0_ colours of 2MASS (Two Micron All Sky Survey) photometric system. The calibration equation covers the ranges 0.032d<P_orb_<=0.454d, -0.08<(J-H)_0_<=1.54, -0.03<(H-Ks)_0_<=0.56 and 2.0<M_J_<11.7; It is based on trigonometric parallaxes with relative errors of ({sigma}{pi}/{pi})<=0.4. By using the period-luminosity-colours (PLCs) relation, we estimated the distances of cataclysmic variables with orbital periods and 2MASS observations and compared them with distances found from other methods. We suggest that the PLCs relation can be a useful statistical tool to estimate the distances of cataclysmic variables.