An alluvial river builds its own bed with the sediment it transports. The channel bounds the flow, which in turns deforms the channel through erosion and deposition. This coupling between flow and sediment transport selects the shape and the size of the river. In this manuscript, we investigate it using laboratory experiments.The first ingredient of this coupling is gravity, which pulls the moving grains towards the center of the channel, thus continually eroding the banks. However, due to the roughness of the bed, the trajectory of a moving grain fluctuates across the stream. The bedload layer is therefore a collection of random walkers which diffuse towards the less active areas of the bed. In a river at equilibrium, this diffusion counteracts gravity to maintain the banks.When gravity and diffusion are out of balance, their interaction causes an instability. Indeed, if an initially flat bed of sediment is perturbed with longitudinal streaks, the flow-induced shear stress is weaker where the flow is shallower. Therefore, bedload diffusion induces a sediment flux towards the crests of the perturbation. This positive feedback induces an instability which can generate new channels. We suggest that this mechanism could initiate the braiding of alluvial rivers.