This work is devoted to the numerical simulation of the collisional Vlasov equation in the diffusion limit using particles. To that purpose, we extend the Finite Volumes/Particles hybrid scheme developed in [5], based on a micro-macro decomposition technique introduced in [1] or [13]. Whereas a uniform grid was used to approximate both the micro and the macro part of the full distribution function in [13], we use here a particle approximation for the kinetic (micro) part, the fluid (macro) part being always discretized by standard finite volume schemes. There are many advantages in doing so: (i) the so-obtained scheme presents a much less level of noise compared to the standard particle method; (ii) the computational cost of the micro-macro model is reduced in the diffusion limit since a small number of particles is needed for the micro part; (iii) the scheme is asymptotic preserving in the sense that it is consistent with the kinetic equation in the rarefied regime and it degenerates into a uniformly (with respect to the Knudsen number) consistent (and deterministic) approximation of the limiting equation in the diffusion regime.