We use the UCAC4 and SDSS proper motions of about 7500 RR Lyrae type variables located within ~10 kpc from the Sun to study the dependence of their velocity ellipsoid on Galactocentric distance in the RG = 3–17 kpc interval. The radial velocity dispersion, σVR, decreases from ~190 km/s at RG = 3.5–5.5 kpc down to ~100 km/s at RG = 13–15 kpc, and the σVT/σVR ratio remains virtually constant (σVT/σVR ~0.54–0.64) in the Galactocentric distance interval from RG = 4.5 kpc to RG = 10.5 kpc increasing to ~0.9 both toward the Galactic center and beyond RG = 11 kpc.