Dwarf galaxies enable us to study early phases of galaxy evolution and are key to many open questions about the hierarchical structure of the Universe. The Large and Small Magellanic Cloud (LMC and SMC) are the most luminous dwarf galaxy satellites of the Milky Way (MW). They are most likely gravitationally bound to each other, and their last interaction occurred about 200 Myr ago. Also, they are in an early phase of minor merging with the MW and will impact the Galactic structure in the future because of their relatively large mass. However, there are still major uncertainties regarding their origin and their interactions with one another and with the Milky Way. We cross-correlated the VMC and Gaia DR2 data to select a sample of stars that likely belong to the Magellanic Bridge, a feature formed of gas and stars which is connecting the LMC and the SMC. We removed potential MW foregound stars using a combination of parallax and colour-magnitude criteria and calculated the proper motions of the Bridge member stars. Our analysis supports a motion of star towards the LMC, which was found to be in good agreement with a dynamical simulation, of the SMC being stripped by the LMC.