The celebrated velocity averaging lemma reveals that the combination of transport and averaging in velocity yields regularity in spatial variable. This is one of the key features that DiPerna and Lions used to prove the global existence of Cauchy problem for Boltzmann equation with large initial data. In this talk, we first introduce the idea of velocity averaging lemma and then apply its idea to the stationary Boltzmann equation in a bounded convex domain to establish regularity in fractional Sobolev space in space variable up to order 1-. In addition to the technique of velocity averaging lemma, our analysis depends heavily upon the geometric properties.