Through polarization observations, circumstellar masers are excellent probes of the magnetic field in the envelopes of late-type stars. Whereas observations of the polarization of the SiO masers close to the star and on the OH masers much further out were fairly commonplace, observations of the magnetic field strength in the intermediate density and temperature region where the 22 GHz water masers occur have only recently become possible. Here we present the analysis of the circular polarization, due to Zeeman splitting, of the water masers around the Mira variable stars U Her and U Ori and the supergiant VX Sgr. We present an upper limit of the field around U Her that is lower but consistent with previous measurements, reflecting possible changes in the circumstellar envelope. The field strengths around U Ori and VX Sgr are shown to be of the order of several Gauss. Moreover, we show for the first time that large scale magnetic fields permeate the circumstellar envelopes of an evolved star; the polarization of the water masers around VX Sgr reveals a dipole field structure. We discuss the coupling of the magnetic field with the stellar outflow, as such fields could possibly be the cause of distinctly aspherical mass-loss.