We present near-infrared J-band photometric observations of the intermediate polar WX Pyx. The frequency analysis indicates the presence of a period at 1559.2+/-0.2s which is attributed to the spin period of the white dwarf. The spin period inferred from the infrared data closely matches that determined from X-ray and optical observations. WX Pyx is a system whose orbital period has not been measured directly and which is not too well constrained. From the IR observations, a likely peak at 5.30+/-0.02h is seen in the power spectrum of the object. It is suggested that this corresponds to the orbital period of the system. In case this is indeed the true orbital period, some of the system physical parameters may be estimated. Our analysis indicates that the secondary star is of M2 spectral type and the distance to the object is 1.53kpc. An upper limit of 30 for the angle of inclination of the system is suggested. The mass transfer rate and the magnetic moment of the white dwarf are estimated to be (0.95-1.6)x10^-9^M_{sun}/yr and (1.9-2.4)x10^33^G*cm^3^ respectively.