We study for the first time linear response for random compositions of maps, chosen independently according to a distribution $\PP$. We are interested in the following question: how does an absolutely continuous stationary measure (acsm) of a random system change when $\PP$ changes smoothly to $\PP_{\eps}$? For a wide class of one dimensional random maps, we prove differentiability of acsm with respect to $\eps$; moreover, we obtain a linear response formula. We apply our results to iid compositions, with respect to various distributions $\PP_{\eps}$, of uniformly expanding circle maps, Gauss-Rényi maps (random continued fractions) and Pomeau-Manneville maps. Our results yield an exact formula for the invariant density of random continued fractions; while for Pomeau-Manneville maps our results provide a precise relation between their linear response under certain random perturbations and their linear response under deterministic perturbations.