The Manchester City trio started in the 3-1 win at Stade Josy Barthel, where Cancelo provided the assist as Cristiano Ronaldo scored to put the visitors 2-1 up.
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It was an expert delivery from the City full-back, whose right-wing centre allowed the unmarked Juventus forward to volley home from close range.
Portugal fell behind on the half hour mark when Gerson Rodrigues headed the home side into a surprise lead, but Diogo Jota restored parity before the break with a header of his own.
Joao Palhinha’s header wrapped up the points after Ronaldo had converted Cancelo’s cross and the night got worse for Luxembourg as Maxime Chanot was dismissed for a second bookable offence after his foul on Renato Sanches.
Cancelo and Dias both played the full game, whilst Bernardo was withdrawn 22 minutes from time as Fernando Santos’ side went top of qualifying Group A on goal difference ahead of Serbia.
Kevin De Bruyne was the only other City player involved in international fixtures on Tuesday, but the midfielder was afforded a rest by Belgium boss Roberto Martinez as his side thrashed Belarus 8-0.
De Bruyne, who scored in the previous game against Wales, was an unused substitute as the Red Devils went three points clear at the top of Group E after three games.
Nine City players could be in action on Wednesday evening when England, Germany, Spain and Ukraine continue their World Cup qualifying campaigns.
Phil Foden, Raheem Sterling, John Stones and Kyle Walker are part of the Three Lions squad who’ll face Poland, whilst Eric Garcia, Rodrigo and Ferran Torres may feature as Spain host Kosovo.
Ilkay Gundogan‘s Germany play North Macedonia and Oleksandr Zinchenko is part of the Ukraine side that takes on Kazakhstan.
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