We report on the measurement of the trigonometric parallaxes of 1612 MHz hydroxyl masers around two asymptotic giant branch stars, WX Psc and OH 138.0+7.2, using the NRAO Very Long Baseline Array with in-beam phase referencing calibration. We obtain a 3σ upper limit of ≤5.3 mas on the parallax of WX Psc, corresponding to a lower limit distance estimate of ≳190 pc. The obtained parallax of OH 138.0+7.2 is 0.52 ±0.09 mas (±18%), corresponding to a distance of 1.9-0.3 +0.4, making this the first hydroxyl maser parallax below one milliarcsecond. We also introduce a new method of error analysis for detecting systematic errors in the astrometry. Finally, we compare our trigonometric distances to published phase-lag distances toward these stars and find a good agreement between the two methods.