We present an auto-differentiable spectral modeling of exoplanets and brown dwarfs. This model enables a fully Bayesian inference of the high-dispersion data to fit the ab initio line-by-line spectral computation to the observed spectrum by combining it with the Hamiltonian Monte Carlo in recent probabilistic programming languages. An open source code, exojax , developed in this study, was written in Python using the GPU/TPU compatible package for automatic differentiation and accelerated linear algebra, JAX (Bradbury et al. 2018). We validated the model by comparing it with existing opacity calculators and a radiative transfer code and found reasonable agreements of the output. As a demonstration, we analyzed the high-dispersion spectrum of a nearby brown dwarf, Luhman 16 A and found that a model including water, carbon monoxide, and H 2 /He collision induced absorption was well fitted to the observed spectrum (R = 10 5 and 2.28-2.30 µm). As a result, we found that T 0 = 1295 ± 14 K at 1 bar and C/O = 0.62 ± 0.01, which is slightly higher than the solar value. This work demonstrates the potential of full Bayesian analysis of brown dwarfs and exoplanets as observed by high-dispersion spectrographs and also directly-imaged exoplanets as observed by high-dispersion coronagraphy.