Langevin equations or generalized Langevin equations (GLEs) are popular models for describing the motion of a particle in a fluid medium in an effective manner. Here we examine particles immersed in an inherently nonequilibrium fluid, i.e., an active bath, which are subject to an external force. Specifically, we consider two types of forces that are highly relevant for microrheological studies: A harmonic, trapping force and a constant, "drag" force. We study such systems by molecular simulations and use the simulation data to derive an effective GLE description. We find that, in an active bath, the external force in the GLE is not equal to the physical external force, but rather a renormalized external force, which can be significantly smaller. The effect cannot be attributed to the mere temperature renormalization, which is also observed.