  We perform holographic renormalization for probe branes in AdS_5 x S^5. We
show that for four known probe D-branes wrapping an AdS_m x S^n, the
counterterms needed to render the action finite are identical to those for the
free, massive scalar in AdS_m plus counterterms for the renormalization of the
volume of AdS_m. The four cases we consider are the probe D7, two different
probe D5's and a probe D3. In the D7 case there are scheme-dependent finite
counterterms that can be fixed by supersymmetry.
