We consider a dilute suspension of dumbbells joined by a finitely extendible nonlinear elastic (FENE) connector evolving under the classical Warner potential $U(s)=-frac{b}{2} log(1-frac{2s}{b})$, $sin[0,frac{b}{2})$. The solvent under consideration is modelled by the compressible Navier--Stokes system defined on the torus $mathbb{T}^d$ with $d=2,3$ coupled with the Fokker--Planck equation (Kolmogorov forward equation) for the probability density function of the dumbbell configuration. We prove the existence of a unique local-in-time solution to the coupled system where this solution is smooth in the spacetime variables and interpreted weakly in the elongation variable. Our result holds true independently of whether or not the centre-of-mass diffusion term is incorporated in the Fokker--Planck equation.