We study the stochastic motion of an intruder in a driven granular gas. All particles are coupled to a thermostat, representing the external energy source. In the dilute case and for large mass, we show that the dynamics of the intruder is well described by a linear Langevin equation, taking into account the effects of the external bath and of the “granular bath”. In this case the fluctuationdissipation theorem (FDT) between the response function and the velocity correlation function of the tracer is satisfied. In the dense case, instead, where corrections due to finite packing fraction have to be considered and memory effects arise, one expects the FDT to be violated. In this regime, indeed, we measure such violations and investigate some possible out-of-equilibrium extensions of fluctuation-dissipation relations.