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In the recent years, deep learning approaches have shown much promise in modeling complex systems in the physical sciences. A major challenge in deep learning of PDEs is enforcing physical constraints and boundary conditions. In this work, we propose a general framework to directly embed the notion of an incompressible fluid into Convolutional Neural Networks, and apply this to coarse-graining of turbulent flow. These physics-embedded neural networks leverage interpretable strategies from numerical methods and computational fluid dynamics to enforce physical laws and boundary conditions by taking advantage the mathematical properties of the underlying equations. We demonstrate results on three-dimensional fully-developed turbulence, showing that this technique drastically improves local conservation of mass, without sacrificing performance according to several other metrics characterizing the fluid flow.