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Résumé : We consider the optimal control problem of an elliptic PDE with random diffusion under pointwise box constraints on the control. The constraints make the optimality conditions nonsmooth, with an active set that is not known in advance, and the random diffusion couples the state and the adjoint across all stochastic modes. To design a solution algorithm for this problem, we rely on the Fenchel duality viewpoint. Fenchel duality absorbs the box constraint into the objective and yields an exact reduced problem in the elliptic adjoint variable alone. After a stochastic Galerkin--finite element discretization, eliminating the state leaves a strongly monotone, piecewise smooth equation, which we solve directly by a matrix-free semismooth Newton method with the box projection retained exactly and with no outer iteration, penalty or smoothing parameter. Next, we introduce and analyze a current-set preconditioner, which adds the active-set correction of the current Newton step to a mean-diffusion reference operator and is inverted exactly by a rank-1 update. For implementation, we use a cheaper preconditioner that keeps only a fraction of free control values. Numerical experiments show second-order convergence of the state, and Newton and PCG counts that stay bounded under mesh refinement and growth of the stochastic dimension.