Astron.Astrophys. 450 (2006) 667-680 We study the polarization of the SiO maser emission in a representative sample of evolved stars in order to derive an estimate of the strength of the magnetic field, and thus determine the influence of this magnetic field on evolved stars. We made simultaneous spectroscopic measurements of the 4 Stokes parameters, from which we derived the circular and linear polarization levels. The observations were made with the IF polarimeter installed at the IRAM 30m telescope. A discussion of the existing SiO maser models is developed in the light of our observations. Under the Zeeman splitting hypothesis, we derive an estimate of the strength of the magnetic field. The averaged magnetic field varies between 0 and 20 Gauss, with a mean value of 3.5 Gauss, and follows a 1/r law throughout the circumstellar envelope. As a consequence, the magnetic field may play the role of a shaping, or perhaps collimating agent of the circumstellar envelopes in evolved objects.