In the present paper, integrable semi-discrete and fully discrete analogues of a coupled short pulse (CSP) equation are constructed. The key of the construction is the bilinear forms and determinant structure of solutions of the CSP equation. We also construct Nsoliton solutions for the semi-discrete and fully discrete analogues of the CSP equations in the form of Casorati determinant. In the continuous limit, we show that the fully discrete CSP equation converges to the semi-discrete CSP equation, then further to the continuous CSP equation. Moreover, the integrable semi-discretization of the CSP equation is used as a selfadaptive moving mesh method for numerical simulations. The numerical results agree with the analytical results very well. ; Comment: 20 pages, 6 figures, to appear at J. Phys. A