The variational Monte Carlo (VMC) method, which evaluates multi-dimensional integrals by random walk sampling based on the Metropolis algorithm, has been implemented in the connected moments expansion (CMX). The Hartree-Fock single determinant multiplied by the Jastrow function has been employed for a trial function. Pilot calculations on the hydrogen molecule at various internuclear separations have been performed. The results are found to be in good agreement with those by Kołos and Wolniewicz.