This paper presents an analytical technique for the analysis of a stochastic dynamic system whose damping behavior is described by a fractional derivative of order 1/2. In this approach, an eigenvector expansion method proposed by Suarez and Shokooh is used to obtain the response of the system. The properties of Laplace transforms of convolution integrals are used to write a set of general Duhamel integral type expressions. The general response contains two parts, namely zero state and zero input. For a stochastic analysis the input force is treated as a random process with specified mean and correlation functions. An expectation operator is applied on a set of expressions to obtain the stochastic characteristics of the system. Closed form stochastic response expressions are obtained for white noise. Numerical results are presented to show the stochastic response of a fractionally damped system subjected to white noise.