We present the results of a search for High Proper Motion (HPM) stars, i.e. the ones with mu > 100 mas/yr, in the direction to the Magellanic Clouds. This sky area was not examined in detail as the high stellar density hampers efforts in performing high-quality astrometry. Altogether 549 HPM stars were found with median uncertainties of proper motions per coordinate equal to 0.5 mas/yr. The fastest HPM star has the proper motion of 722.19 +/- 0.74 mas/yr. For the majority of objects (70%) parallaxes were also measured. The highest value found is pi = 91.3 +/-1.6 mas. The parallaxes were used to estimate absolute magnitudes which enriched with color information show that 21 of HPM stars are white dwarfs. Other 23 candidate white dwarfs were selected of HPM stars with no measurable parallaxes using color-magnitude diagram. The search for common proper motion binaries revealed 27 such pairs in the catalog. The completeness of the catalog is estimated to be > 80% and it is slightly higher than for previous catalogs in the direction to the Magellanic Clouds.