The status of 38 halo white dwarf candidates identified by Oppenheimer et al. (2001) has been intensively discussed by various authors. In analyses undertaken to date, trigonometric parallaxes are crucial missing data. Distance measurements are mandatory to kinematically segregate halo object from disk objects and hence enable a more reliable estimate of the local density of halo dark matter residing in such objects. We present trigonometric parallax measurements for 15 candidate halo white dwarfs (WDs) selected from the Oppenheimer et al. (2001) list. We observed the stars using the ESO 1.56-m Danish Telescope and ESO 2.2-m telescope from August 2001 to July 2004. Parallaxes with accuracies of 1--2 mas were determined yielding relative errors on distances of $sim5$% for 6 objects, $sim12$% for 3 objects, and $sim20$% for two more objects. Four stars appear to be too distant (probably farther than 100 pc) to have measurable parallaxes in our observations. Distances, absolute magnitudes and revised space velocities were derived for the 15 halo WDs from the Oppenheimer et al. (2001) list. Halo membership is confirmed unambiguously for 6 objects while 5 objects may be thick disk members and 4 objects are too distant to draw any conclusion based solely on kinematics. Comparing our trigonometric parallaxes with photometric parallaxes used in previous work reveals an overestimation of distance as derived from photometric techniques. This new data set can be used to revise the halo white dwarf space density, and that analysis will be presented in a subsequent publication.