Using RXTE, Chandra, XMM-Newton and Swift observations, we construct the power spectra and torque noise strengths of magnetars for the first time. For some of the sources, on time-scales of months to years, we measure strong red noise that might be a consequence of their outbursts. We compare the noise strengths of magnetars with those of radio pulsars by investigating the possible correlations of noise strength with spin-down rate, magnetic field and age. Using these correlations, we find that the noise strengths of magnetars obey similar trends as radio pulsars. However, we do not find any correlation between noise strength and X-ray luminosity, a correlation that has been seen in accretion-powered pulsars. Our findings suggest that the noise behaviour of magnetars resembles that of radio pulsars, but magnetars possess higher noise levels likely because of their stronger magnetic fields.