A brief introduction into the lattice Boltzmann method is given. For soft-matter applications, it is necessary to include thermal fluctuations by introducing stochastic collision rules. This can be done consistently based upon the concept of detailed balance. Brownian particles are coupled to the lattice Boltzmann solvent via a Stokes friction and interpolation. The Langevin equations of the overall system satisfy both momentum conservation and the fluctuation-dissipation theorem. The long-time mobility of the particles differs from the input Stokes value by a contribution from the surrounding flow. The usefulness of this method is demonstrated by examples from polymer physics (hydrodynamic screening of semidilute polymer solutions) and colloid physics (electrophoresis of charge-stabilized colloidal dispersions).