In the astrophysics community it is common practice to model collisionless dust, entrained in a gas flow, as a pressureless fluid. However, a pressureless fluid is fundamentally different from a collisionless fluid – the latter of which generically possess a non-zero anisotropic pressure or stress tensor. In this paper we derive a fluid model for collisionless dust, entrained in a turbulent gas, starting from the equations describing the motion of individual dust grains. We adopt a covariant formulation of our model to allow for the geometry and coordinate systems prevalent in astrophysics, and provide a closure valid for the accretion disc context. We show that the continuum mechanics properties of a dust fluid corresponds to a higher-dimensional anisotropic Maxwell fluid, after the extra dimensions are averaged out, with a dynamically important rheological stress tensor. This higher-dimensional treatment has the advantage of keeping the dust velocity and velocity of the fluid seen, and their respective moments, on the same footing. This results in a simplification of the constitutive relation describing the evolution of the dust rheological stress.