We present a distributionally robust approach for collision avoidance by incorporating contextual information. Specifically, we embed the conditional distribution of future trajectory of the obstacle conditioned on the motion of the ego agent in a reproducing kernel Hilbert space (RKHS) via the conditional kernel mean embedding operator. Then, we define an ambiguity set containing all distributions whose embedding in the RKHS is within a certain distance from the empirical estimate of conditional mean embedding learnt from past data. Consequently, a distributionally robust collision avoidance constraint is formulated, and included in the receding horizon based motion planning formulation of the ego agent. Simulation results show that the proposed approach is more successful in avoiding collision compared to approaches that do not include contextual information and/or distributional robustness in their formulation in several challenging scenarios.