This paper presents a solution procedure for the stationary probability density function (PDF) of the response of vibro-impact systems under additive Gaussian white noise. The constraint is a unilateral zero-offset barrier. The vibro-impact system is first converted into a system without barriers using the Zhuravlev nonsmooth coordinate transformation. The stationary PDF of the converted system is governed by the Fokker–Planck equation which is solved by the exponential-polynomial closure (EPC) method. A vibro-impact Duffing oscillator with either elastic or lightly inelastic impacts is considered in a numerical analysis. Meanwhile, the level of nonlinearity in displacement is also examined in this study as well as the case of negative linear stiffness. Comparison with the simulated results shows that the EPC method can present a satisfactory PDF for displacement and velocity when the polynomial order is taken as 4 in the investigated cases. The tail of the PDF also works well with the simulated result.