Magnitude-frequency distributions of volcanic explosion earthquakes that are associated with occurrences of vulcanian and strombolian eruptions, or gas burst activity, are examined at six active volcanoes. The magnitude-frequency distribution at Suwanosejima volcano, Japan, shows a power-law distribution, which implies self-similarity in the system, as is often observed in statistical characteristics of tectonic and volcanic earthquakes. On the other hand, the magnitude-frequency distributions at five other volcanoes, Sakurajima and Tokachi-dake in Japan, Semeru and Lokon in Indonesia, and Stromboli in Italy, are well explained by exponential distributions. The statistical features are considered to reflect source size, as characterized by a volcanic conduit or chamber. Earthquake generation processes associated with vulcanian, strombolian and gas burst events are different from those of eruptions ejecting large amounts of pyroclasts, since the magnitude-frequency distribution of the volcanic explosivity index is generally explained by the power law.