The kinetics of stem and progenitor cell differentiation at the single-cell level provides essential clues to the complexity of the underlying decision-making circuits. In many hematopoietic progenitor cells, differentiation is accompanied by the expression of lineage-specific markers and by a transition from a non-adherent to an adherent state. Here, using the granulocyte-macrophage progenitor (GMP) as a model, we introduce a label-free approach that allows one to follow the course of this transition in hundreds of single cells in parallel. We trap single cells in patterned arrays of micro-wells and use phase-contrast time-lapse movies to distinguish non-adherent from adherent cells by an analysis of Brownian motion. This approach allowed us to observe the kinetics of induced differentiation of primary bone-marrow-derived GMPs into macrophages. The time lapse started 2 hours after addition of the cytokine M-CSF, and nearly 80% of the population had accomplished the transition within the first 20 h. The analysis of Brownian motion proved to be a sensitive and robust tool for monitoring the transition, and thus provides a high-throughput method for the study of cell differentiation at the single-cell level.