Díaz finished from close range in the fourth minute after goalkeeper Lucas Chevalier saved Michael Olise’s shot.
The goal came following a rapid Bayern counterattack which stemmed from Dembélé losing the ball in midfield and Serge Gnabry feeding Olise with a quick pass to send him racing into the penalty area.
Díaz scored for the second straight game after netting in the 4-0 out of Club Brugge.
The Colombia international added another goal in the 32nd with a crisp shot from close range following poor defending from PSG captain Marquinhos, who clumsily lost the ball on the edge of the penalty area after failing to spot Díaz lurking behind him.
Díaz ran through and fired the ball past goalkeeper Lucas Chevalier and into the left corner.
Midfielder João Neves scored for PSG in the 74th when he slid to guide in Kang-in Lee’s whipped cross from the right.
Veteran Bayern goalkeeper Manuel Neuer made a smart save from Warren Zaïre-Emery moments later.