This paper deals with the use of the asymptotic numerical method (ANM) for solving non‐linear problems, with particular emphasis on the stationary Navier–Stokes equation and the Petrov–Galerkin formulation. ANM is a combination of a perturbation technique and a finite element method allowing to transform a non‐linear problem into a succession of linear ones that admit the same tangent matrix. This method has been applied with success in non‐linear elasticity and fluid mechanics. In this paper, we apply the same kind of technique for solving Navier–Stokes equation with the so‐called Petrov–Galerkin weighting. The main difficulty comes from the fact that the non‐linearity is no more quadratic and it is not evident, in this case, to be able to compute a large number of terms of the perturbation series. Several examples of fluid mechanic are presented to demonstrate the performance of such a method. Copyright © 2001 John Wiley & Sons, Ltd.