Nhlanhla Zwane, Dumisani Ngwenya and Mohammed-Awal Issah scored for the hosts, while substitute Khayalethu Ngangqu netted for the visitors.
AmaZulu dominated the early stages of the match, with striker Ngwenya twice going close inside the opening 15 minutes, with Bay United keeper Arthur Bartman producing two good saves.
The visitors then endured a good spell which saw them hitting the woodwork on two occasions, with the first coming from midfielder Gareth Ncaca in the 18th minute when his superb free-kick came back off the crossbar, while Linos Chalwe also saw his effort hit the post four minutes later.
United's misses came back to haunt them in the 29th minute Zwane headed home from six-yards out after a cross from Sthembiso Dlamini.
Five minutes later the Durban side made it 2-0 when Ngwenya, inside the box, turned home Chabalala's cross from the right.
Both teams had a few chances before the end of the half, but the score-board remained unchanged as the two sides went in for the break.
A tight reign was kept at the back by both sides, with a result that goal-scoring opportunities remained a rarity early on in the second stanza.
Ngwenya did manage to get a 20-yard shot in on goal in the 56th minute, but hi shot was off target.
Three minutes later Ncaca was at it again with one of his free-kicks, but his effort flew over the bar.
AmaZulu's Bafo Biyela was given the chance to show what he could do from a free-kick in the 61st minute, but also failed to hit the target.
Biyela came a lot closer to scoring 14 minutes later when he was denied by the bar with a shot from the edge of the area.
At 3-0 it would have been game over, but United made full use of the let-off when they pulled a goal back in the 82nd minute
Ngangqu was the goal-scorer, netting from 10-yards out after an assist by Jimmy Zakazaka.
Any hopes of a comeback for Bay United were however crushed in the 85th minute when Ghanaian midfielder Issiah sealed the win with a well-taken strike from just outside the area.