This article presents a local mesh-less procedure for simulating the Galilei invariant fractional advection–diffusion (GI-FAD) equations in one, two, and three-dimensional spaces. The proposed method combines a second-order Crank–Nicolson scheme for time discretization and the second-order weighted and shifted Grünwald difference (WSGD) formula. This time discretization scheme ensures unconditional stability and convergence with an order of O(τ2). In the spatial domain, a mesh-less weak form is employed based on the direct mesh-less local Petrov–Galerkin (DMLPG) method. The DMLPG method employs the generalized moving least-square (GMLS) approximation in conjunction with the local weak form of the equation. By utilizing simple polynomials as shape functions in the GMLS approximation, the necessity for complex shape function construction in the MLS approximation is eliminated. To validate and demonstrate the effectiveness of the proposed algorithm, a variety of problems in one, two, and three dimensions are investigated on both regular and irregular computational domains. The numerical results obtained from these investigations confirm the accuracy and reliability of the developed approach in simulating GI-FAD equations.