We study the local-in-time regularity of the Brownian motion with respect to localized variants of modulation spaces M s and Wiener amalgam spaces W p,q s . We show that the periodic Brownian motion belongs locally in time to M s (T) and W p,q s (T) for (s − 1)q < −1, and the condition on the indices is optimal. Moreover, with the Wiener measure μ on T, we show that (M s (T), μ) and (W p,q s (T...