The frictional force and diffusion coefficients are calculated for high temperature plasma on the basis of the generalized Fokker-Planck equation which was derived by one of the authors (Y. H. I.). The collective effects, which are very essential in the system of charged particles, are accounted by the dynamical shielding factor in a very natural way. The contributions of the excitat ion of plasma wave to the transport coefficients appear as the resonance occuring in the medium. The results reduce to Bohm-Pines' and Klimontovich's formula for the special case of a bean moving with uniform velocity.