Two-dimensional magnetic skyrmions are particle-like magnetic domains in magnetic thin films. The kinetic property of the magnetic skyrmions at finite temperature is well described by the Thiele equation, including a stochastic field and a finite mass. In this paper, the validity of the constant-mass approximation is examined by comparing the Fourier spectrum of Brownian motions described by the Thiele equation and the Landau-Lifshitz-Gilbert equation. Then, the 4-dimensional Fokker-Planck equation is derived from the Thiele equation with a mass-term. Consequently, an expression of the diffusion flow and diffusion constant in a tensor form is derived, extending Chandrasekhars method for Thiele dynamics.