The space density of the various classes of cataclysmic variables (CVs) could only be weakly constrained in the past. Reasons were the small number of objects in complete X-ray flux-limited samples and the difficulty to derive precise distances to CVs. The former limitation still exists. Here the impact of Gaia parallaxes and implied distances on the space density of X-ray selected complete, flux-limited samples is studied. The samples are described in the literature, those of non-magnetic CVs are based on ROSAT (RBS - ROSAT Bright Survey & NEP -- North Ecliptic Pole), that of the Intermediate Polars stems from Swift/BAT. All CVs appear to be rarer than previously thought, although the new values are all within the errors of past studies. Upper limits at 90% confidence for the space densities of non-magnetic CVs are $rho_{rm RBS} < 1.1 times 10^{-6}$ pc$^{-3}$, and $rho_{rm RBS+NEP} < 5.1 times 10^{-6}$ p$^{-3}$, for an assumed scale height of $h=260$ pc and $rho_{rm IPs} < 1.3 times 10^{-7}$ p$^{-3}$ for the long-period Intermediate Polars at a scale height of 120 pc. Most of the distances to the IPs were under-estimated in the past. The upper limits to the space densities are only valid in the case where CVs do not have lower X-ray luminosities than the lowest-luminosity member of the sample. These results need consolidation by larger sample sizes, soon to be established through sensitive X-ray all-sky surveys to be performed with eROSITA on the Spektrum-X-Gamma mission.