  We compute the jet quenching parameter $\hat q$ of QCD plasma in the presence
of strong magnetic field in both weakly and strongly coupled regimes. In weakly
coupled regime, we compute $\hat q$ in perturbative QCD at complete leading
order (that is, leading log as well as the constant under the log) in QCD
coupling constant $\alpha_s$, assuming the hierarchy of scales $\alpha_s eB\ll
T^2\ll eB$. We consider two cases of jet orientations with respect to the
magnetic field: 1) the case of jet moving parallel to the magnetic field, 2)
the case jet moving perpendicular to the magnetic field. In the former case, we
find $\hat q\sim \alpha_s^2 (eB)T\log(1/\alpha_s)$, while in the latter we have
$\hat q\sim \alpha_s^2 (eB)T\log(T^2/\alpha_seB)$. In both cases, this leading
order result arises from the scatterings with thermally populated lowest Landau
level quarks. In strongly coupled regime described by AdS/CFT correspondence,
we find $\hat q\sim \sqrt{\lambda}(eB)T$ or $\hat
q\sim\sqrt{\lambda}\sqrt{eB}T^2$ in the same hierarchy of $T^2\ll eB$ depending
on whether the jet is moving parallel or perpendicular to the magnetic field,
respectively, which indicates a universal dependence of $\hat q$ on $(eB)T$ in
both regimes for the parallel case, the origin of which should be the
transverse density of lowest Landau level states proportional to $eB$. Finally,
the asymmetric transverse momentum diffusion in the case of jet moving
perpendicular to the magnetic field may give an interesting azimuthal asymmetry
of the gluon Bremsstrahlung spectrum in the BDMPS-Z formalism.
