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 Pois- sion and Helmholtz solvers are needed. Numerical experiments are presented to demonstrate the accuracy and asymptotic behavior of the schemes, with several interesting applications