Abstract: For energy deposition of fast electrons in high density plasma, a relativistic Fokker-Planck equation in three-dimensional momentum space is introduced. It includes both binary collision and contribution from plasma collective response. Numerical method as well as kinetic code of the equation is developed. Typical energy deposition cases are presented with comparison with stopping power model. Energy deposition of fast electrons with energy from 0.5 MeV to 3.5 MeV in 300 g·cm^-3 DT plasma are simulated. It shows that scattering angle ϕ plays minor role on range and penetration depth of energy deposition of fast electrons.