The fluctuations of the order parameter in the Curie-Weiss version of the Ising model with random magnetic field are computed. Away from criticality or at first-order critical points they have a Gaussian distribution with random (i.e., sample-dependent ) mean, thermal fluctuations contributing in same order as the fluctuations of the field; at second- or higher-order critical points, non-Gaussian sample-dependent distributions appear, and the fluctuations of the fields are enhanced, dominating over the thermal ones.