We develop a theory of spin fluctuations of exciton polaritons in a semiconductor microcavity under nonresonant unpolarized pumping. It is shown that the corresponding spin noise is sensitive to the scattering rates in the system, occupation of the ground state, statistics of polaritons, and interactions. The spin noise spectrum drastically narrows in the polariton lasing regime due to formation of a polariton condensate, while its shape can become non-Lorentzian owing to interaction-induced spin decoherence.