We consider a system coupling the incompressible Navier–Stokes equations to the Vlasov–Fokker–Planck equation. Such a problem arises in the description of particulate flows. We design a numerical scheme to simulate the behavior of the system. This scheme is asymptotic-preserving, thus efficient in both the kinetic and hydrodynamic regimes. It has a numerical stability condition controlled by the non-stiff convection operator, with an implicit treatment of the stiff drag term and the Fokker–Planck operator. Yet, consistent to a standard asymptotic-preserving Fokker–Planck solver or an incompressible Navier–Stokes solver, only the conjugate–gradient method and fast Poisson and Helmholtz solvers are needed. Numerical experiments are presented to demonstrate the accuracy and asymptotic behavior of the scheme, with several interesting applications.