We present in this paper the numerical treatment of the coupling between hydrodynamics and radiative transfer. The fluid is modeled by classical conservation laws (mass, momentum and energy) and the radiation by the grey moment $M_1$ system. The scheme introduced is able to compute accurate numerical solution over a broad class of regimes from the transport to the diffusive limits. We propose an asymptotic preserving modification of the HLLE scheme in order to treat correctly the diffusion limit. Several numerical results are presented, which show that this approach is robust and have the correct behavior in both the diffusive and free-streaming limits. In the last numerical example we test this approach on a complex physical case by considering the collapse of a gas cloud leading to a proto-stellar structure which, among other features, exhibits very steep opacity gradients.