We propose a new model for the description of a gravitating multi particle system, viewed as a kinetic gas. The properties of the, colliding or non-colliding, particles are encoded into a so called one-particle distribution function, which is a density on the space of allowed particle positions and velocities, i.e. on the tangent bundle of the spacetime manifold. We argue that an appropriate theory of gravity, describing the gravitational field generated by a kinetic gas, must also be modeled on the tangent bundle. The most natural mathematical framework for this task is Finsler spacetime geometry. Following this line of argumentation, we construct a coupling between the kinetic gas and a recently proposed Finsler geometric extension of general relativity. Additionally, we explicitly show how the coordinate invariance of the action of the kinetic gas leads to a novel formulation of conservation of the energy-momentum distribution of the gas on the tangent bundle.