Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with density $π(θ)\propto \exp(-U(θ)) $, LMC iteratively generates the next sample by taking a step in the gradient direction $\nabla U$ with added Gaussian perturbations. Expectations w.r.t. the target distribution $π$ are estimated by averaging over LMC samples. In ordinary Monte Carlo, it is well known that the estimation error can be substantially reduced by replacing independent random samples by quasi-random samples like low-discrepancy sequences. In this work, we show that the estimation error of LMC can also be reduced by using quasi-random samples. Specifically, we propose to use completely uniformly distributed (CUD) sequences with certain low-discrepancy property to generate the Gaussian perturbations. Under smoothness and convexity conditions, we prove that LMC with a low-discrepancy CUD sequence achieves smaller error than standard LMC. The theoretical analysis is supported by compelling numerical experiments, which demonstrate the effectiveness of our approach.