Goals by Nikita Parris and Amel Majri sent Lyon into the Champions League semi-finals for a fifth successive season, as the holders held off a late surge from their German opponents.
Parris, the England forward, opened the scoring when bravely heading past Bayern’s goalkeeper Laura Benkarth in the 41st minute, injuring herself in the process.
Majri’s free-kick put Lyon two up, a 29th unanswered goal in the competition from the dominant French team, taking part in the mini-tournament in Bilbao without Ada Hegerberg, the star of last season’s win.
That goal came a minute before the hour and forced a Bayern rethink, with coach Jens Scheuer introducing Viviane Asseyi and Jovana Damnjanovic off the bench.
Asseyi was soon fouled by Majri, giving Bayern their own free-kick chance and Carolin Simon drilled low and hard to put Bayern back in the game in the 64th minute.
The Germans could not, though, emulate their male counterparts and push into the latter stages of the competition despite the threat of Asseyi.
Sydney Lohmann hit the crossbar amid a series of Bayern attacks but Lyon’s defence, in which Lucy Bronze was outstanding, held firm and the holders could take their place in Wednesday’s semi-final, where they will face Paris Saint-Germain, who beat Arsenal in the other quarter-final played on Saturday.