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For \\(n=2,3,..\\). construct \\({\\mathcal G}_ n\\) from \\({\\mathcal G}_{n-1}\\) by taking each square in \\({\\mathcal G}_{n-1}\\) and deleting four squares centered along its edges of length \\(3^{-n}\\) etc. The fractal set \\(\\Gamma =\\cap^{\\infty}_{n=1}{\\mathcal G}_ n\\) is called the Vicsek snowflake. Random walks on \\(\\Gamma\\) are defined and corresponding invariant measures are evaluated. Since \\(\\Gamma\\) is a nested fractal, the diffusion on \\(\\Gamma\\) is constructed following \\textit{T. Lindstr\u00f8m} [Mem. Am. Math. Soc. 420 (1990; Zbl 0688.60065)]. The author proved that this Brownian motion on \\(\\Gamma\\) is the unique diffusion limit under weak convergence of rescaled random walks. Moreover, it has a scaling property reminiscent of Brownian motion in \\(R^ 1\\). 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