We show that a vortex in a chiral p-wave superconductor, which has the px + ipy-wave pairing state and breaks U (1), parity and time reversal symmetry simultaneously, has fractional charge − ne 4 and fractional angular momentum − n 2 16 (n; vorticity). This suggests that the vortex could be anyon and could obey fractional statistics. Electromagnetic property of the vortex is also discussed and we find that an electric field is induced near the vortex core.