The quantum theory of a damped harmonic oscillator is developed by considering an exactly solvable model, previously discussed by Unruh and Zurek [Phys. Rev. D 40, 1071 (1989)]. A one-dimensional harmonic oscillator is coupled to a scalar field. The field is assumed to be initially in thermal equilibrium. The Heisenberg equations of motion are solved without approximation, and the first and second moments, 〈q(t)〉, 〈p(t)〉, 〈${\mathit{q}}^{2}$(t)〉, 〈${\mathit{p}}^{2}$(t)〉, and 〈q(t)p(t)+p(t)q(t)〉 of the coordinate and momentum of the oscillator are calculated. The high-temperature, zero-temperature, free-particle, and weak-damping limits are discussed. A Wigner function of Gaussian form is constructed. The density-matrix equation derived by Louisell $[---Quantum Statistical Properties of Radiation (Wiley, New York, 1973)] is examined and shown to have a solution in agreement with our weak-damping limit.