In this paper we are interested in the large time behavior of linear kinetic equations with heavy-tailed local equilibria. Our main contribution concerns the kinetic Lévy-Fokker- Planck equation, for which we adapt hypocoercivity techniques in order to show that solutions converge exponentially fast to the global equilibrium. Compared to the classical kinetic Fokker- Planck equation, the issues here concern the lack of symmetry of the non-local Lévy-Fokker- Planck operator and the understanding of its regularization properties. As a complementary related result, we also treat the case of the heavy-tailed BGK equation.