Using information theoretic quantities like the Wehrl entropy and Fisher's information measure we study the thermodynamics of the problem leading to Landau's diamagnetism, namely, a free spinless electron in a uniform magnetic field. It is shown that such a problem can be "translated" into that of the thermal harmonic oscillator. We discover a new Fisher-uncertainty relation, derived via the Cramer-Rao inequality, that involves phase space localization and energy fluctuations.Facultad de Ciencias ExactasInstituto de Física La Plata