Brownian dynamics of a self-propelled particle in linear shear flow is studied analytically by solving the Langevin equation and in simulation. The particle has a constant propagation speed along a fluctuating orientation and is additionally subjected to a constant torque. In two spatial dimensions, the mean trajectory and the mean square displacement (MSD) are calculated as functions of time t analytically. In general, the mean trajectories are cycloids that are modified by finite temperature effects. With regard to the MSD, different regimes are identified where the MSD scales with t(ν) with ν=0,1,2,3,4. In particular, an accelerated (ν=4) motion emerges if the particle is self-propelled along the gradient direction of the shear flow.