In this review, we describe what we can learn from noise in mesoscopic systems. We first introduce noise in electric circuits. Historical importance of noise (or equivalently fluctuation) is stressed especially in terms of the study on the Brownian motion and the fluctuation-dissipation relations. Second we introduce mesoscopic systems, which are very small, typically micrometer- or nanometer- sized, electric circuits made of metals or semiconductors by using nanofabrication technique. The biggest advantage of studying them lies in the fact that we can conduct precise experiments in a scale where quantum physics plays a key role. Finally, we discuss two examples of our noise research in mesoscopic systems, namely the experimental test of the fluctuation theorem and the shot noise in a strongly-correlated system. Our attempts will shed new light on the research field of mesoscopic quantum statistical physics and non-equilibrium quantum many-body physics.