We present a simple and systematic procedure to determine the effective dynamics of a Brownian particle coupled to a rapidly fluctuating correlated medium, modeled as a scalar Gaussian field, under spatial confinement. The method allows us, in particular, to address the case in which the fluctuations of the medium are suppressed in the vicinity of the particle, as described by a quadratic coupling in the underlying Hamiltonian. As a consequence of the confinement of the correlated medium, the resulting effective Fokker–Planck equation features spatially dependent drift and diffusion coefficients. We apply our method to simplified fluid models of binary mixtures and microemulsions near criticality containing a colloidal particle, and we analyze the corrections to the stationary distribution of the particle position and the diffusion coefficient.