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In this chapter we demonstrate the use of optical trapping interferometry to track and study the motion of a Brownian particle down to hydrodynamic timescales, where the response of the surrounding viscous fluid becomes dominant. A Brownian particle rapidly explores its surrounding medium that in turn alters its trajectory, and hence functions as a probe of its local environment. After an introduction to fundamental aspects of the theory of Brownian motion, which are very often ignored by experimentalists, we describe our instrument with a particular emphasis on position detection, data acquisition and analysis. Comparing the suitable theory with our data allows calibration of our instrument and quantification of the influence of experimentally relevant parameters, such as the trapping force constant, the fluid properties and the Brownian particle itself. The presented approach should ultimately open up the possibility of using a Brownian probe as a direct reporter of even more complex viscoelastic and/or heterogeneous media.