We study Brownian motion and the associated Langevin equation in AdS/CFT. The Brownian particle is realized in the bulk spacetime as a probe fundamental string in an asymptotically AdS black hole background, stretching between the AdS boundary and the horizon. The modes on the string are excited by the thermal black hole environment and consequently the string endpoint at the boundary undergoes an erratic motion, which is identified with an external quark in the boundary CFT exhibiting Brownian motion. Semiclassically, the modes on the string are thermally excited due to Hawking radiation, which translates into the random force appearing in the boundary Langevin equation, while the friction in the Langevin equation corresponds to the excitation on the string being absorbed by the black hole. We give a bulk proof of the fluctuation-dissipation theorem relating the random force and friction. NOTE UNUSUAL TIME !!!