Using a Bayesian technology we derived distances and extinctions for over 100,000 red giant stars observed by the Apache Point Observatory Galactic Evolution Experiment (APOGEE) survey by taking into account spectroscopic constraints from the APOGEE stellar parameters and photometric constraints from 2MASS, as well as a prior knowledge on the Milky Way. Derived distances are compared with those from four other independent methods, the Hipparcos parallaxes, star clusters, APOGEE red clump stars, and asteroseismic distances from APOKASC (Rodrigues et al. 2014) and SAGA Catalogues (Casagrande et al. 2014). These comparisons covers four orders of magnitude in the distance scale from 0.02 kpc to 20 kpc. The results show that our distances agree very well with those from other methods: the mean relative difference between our Bayesian distances and those derived from other methods ranges from -4.2% to +3.6%, and the dispersion ranges from 15% to 25%. The extinctions toward all stars are also derived and compared with those from several other independent methods: the Rayleigh-Jeans Color Excess (RJCE) method, Gonzalezs two-dimensional extinction map, as well as three-dimensional extinction maps and models. The comparisons reveal that, overall, estimated extinctions agree very well, but RJCE tends to overestimate extinctions for cool stars and objects with low logg.