We add thermal noise consistently to reduced models of undeformable vesicles and capsules in shear flow and derive analytically the corresponding stochastic equations of motion. We calculate the steady-state probability distribution function and construct the corresponding phase diagrams for the different dynamical regimes. For fluid vesicles, we predict that at small shear rates thermal fluctuations induce a tumbling motion for any viscosity contrast. For elastic capsules, due to thermal mixing, an intermittent regime appears in regions where deterministic models predict only pure tank treading or tumbling.