The lattice Boltzmann algorithm efficiently simulates the Navier-Stokes equation of isothermal fluid flow, but ignores thermal fluctuations of the fluid, important in mesoscopic flows. We show how to adapt the algorithm to include noise, satisfying a fluctuation-dissipation theorem (FDT) directly at lattice level: this gives correct fluctuations for mass and momentum densities, and for stresses, at all wavevectors k. Unlike previous work, which recovers FDT only as k --> 0, our algorithm offers accurate and efficient mesoscale simulation of, e.g., fluctuating colloidal hydrodynamics.