We study the diffusion properties of the strongly interacting quark-gluon plasma (sQGP) and evaluate the diffusion coefficient matrix for the baryon ($B$), strange ($S$) and electric ($Q$) charges - $kappa_{qq}$ ($q,q = B, S, Q$) and show their dependence on temperature $T$ and baryon chemical potential $mu_B$. The non-perturbative nature of the sQGP is evaluated within the Dynamical Quasi-Particle Model (DQPM) which is matched to reproduce the equation of state of the partonic matter above the deconfinement temperature $T_c$ from lattice QCD. The calculation of diffusion coefficients is based on two methods: i) the Chapman-Enskog method for the linearized Boltzmann equation, which allows to explore non-equilibrium corrections for the phase-space distribution function in leading order of the Knudsen numbers as well as ii) the relaxation time approximation (RTA). In this work we explore the differences between the two methods. We find a good agreement with the available lattice QCD data in case of the electric charge diffusion coefficient (or electric conductivity) at vanishing baryon chemical potential as well as a qualitative agreement with the recent predictions from the holographic approach for all diagonal components of the diffusion coefficient matrix. The knowledge of the diffusion coefficient matrix is also of special interest for more accurate hydrodynamic simulations.