In the present manuscript, we depart from a two-dimensional form of the nonlinear Davey–Stewartson system from fluid dynamics, consisting of two partial differential equations with two unknown functions, one of them is complex-valued and the other real-valued. This model possesses four conserved quantities, namely, the mass, the energy and two momenta. In a first stage, the mathematical model is generalized to the fractional scenario considering Riesz fractional operators and three different orders. We prove mathematically that this system also possesses four quantities that are preserved in time, and which are fractional extensions of the classical mass, energy and momentum operators. Motivated by this fact, we introduce a numerical scheme for the mathematical model by making use of fractional-order centred differences. By using similar arguments as in the analysis of the continuous system, we propose some discretizations of the mass, the energy and the momenta, and we proved theoretically that these quantities are also conserved in the discrete case. In our theoretical analysis, we establish mathematically the properties of consistency for the mathematical model as well as for the discrete conserved quantities. Computationally, the finite-difference scheme is implemented using a fixed-point algorithm. Various computer simulations are performed to illustrate the conservation of the discrete quantities. Finally, we provide some interesting perspectives of research at the end of this work. This report is the first work in which a conservative finite-difference scheme for the Davey–Stewartson system is designed and rigorously analysed for the conservation properties, for both the integer-order and fractional cases.