We report on the effect of spatially correlated noise on the velocities of self-propelled particles. Correlations in the random forces acting on self-propelled particles can induce directed collective motion, i.e., swarming. Even with repulsive coupling in the velocity directions, which favors a disordered state, strong correlations in the fluctuations can align the velocities locally leading to a macroscopic, turbulent velocity field. On the other hand, while spatially correlated noise is aligning the velocities locally, the swarming transition to globally directed motion is inhibited when the correlation length of the noise is nonzero, but smaller than the system size. We analyze the swarming transition in d-dimensional space in a mean field model of globally coupled velocity vectors.