The peak voltage is sqrt(2) * the RMS voltage, so if the input is 140V RMS the output will be about 200V DC. So your 250V cap will probably be fine but a voltage rating a bit higher would not hurt.
A common "rule of thumb" you see with rectified mains AC in offline SMPS, for example, is that in the 240V countries like Australia you get about 340V out and use a 400V capacitor, and in the 120V countries you get about 170V DC and a 250V, or so, capacitor will probably be acceptable.