The short-time motion of Brownian particles in an incompressible Newtonian fluid under shear, in which the fluid inertia becomes important, was investigated by direct numerical simulation of particulate flows. Three-dimensional simulations were performed, wherein external forces were introduced to approximately form Couette flows throughout the entire system with periodic boundary conditions. In order to examine the validity of the method, the mean square displacement of a single spherical particle in a simple shear flow was calculated, and these results were compared with a hydrodynamic analytical solution that includes the effects of the fluid inertia. Finally, the dynamical behavior of a monodisperse dispersion composed of repulsive spherical particles was examined on short time scales, and the shear-induced diffusion coefficients were measured for several volume fractions up to 0.50.