The giant Hii region W 31 hosts the populous star cluster W 31-CL and others projected on or in the surroundings. The most intriguing object is the stellar cluster SGR 1806-20, which appears to be related to a Luminous Blue Variable (LBV)—a luminous supergiant star. We used the deep VVV J-, H-, and $K_S$-band photometry combined with 2MASS data in order to address the distance and other physical and structural properties of the clusters W 31-CL, BDS 113, and SGR 1806-20. Field-decontaminated photometry was used to analyse colour–magnitude diagrams (CMDs) and stellar radial density profiles, using procedures that our group has developed and employed in previous studies. We conclude that the clusters W 31-CL and BDS 113 are located at 4.5 and 4.8 kpc and have ages of 0.5 and 1 Myr, respectively. This result, together with the pre-main sequence distribution in the CMD, characterises them as members of the W 31 complex. The present photometry detects the stellar content, addressed in previous spectroscopic classifications, in the direction of the cluster SGR 1806-20, including the LBV, Wolf–Rayet, and foreground stars. We derive an age of $10\pm4\,\text{Myr}$ and a distance of $d_{\odot}=8.0\pm1.95\,\text{kpc}$ . The cluster is extremely absorbed, with $A_V=25\,\text{mag}$ . The present results indicate that SGR 1806-20 is more distant by a factor 1.8 with respect to the W 31 complex, and thus not physically related to it.