In Lévy walks (LWs), particles move with a fixed speed along straight line segments and turn in new directions after random time intervals that are distributed according to a power law. Such LWs are thought to be an advantageous foraging and search strategy for organisms. While complex nervous systems are certainly capable of producing such behavior, it is not clear at present how single-cell organisms can generate the long-term correlated control signals required for a LW. Here, we construct a biochemical reaction system that generates long-time correlated concentration fluctuations of a signaling substance, with a tunable fractional exponent of the autocorrelation function. The network is based on well-known modules, and its basic function is highly robust with respect to the parameter settings.