Diamagnetism is the response of dynamical compositions of charged particles, electrons, and nuclei, to an incident magnetic field. In this paper, we study how the finite temperature and finite nuclear masses affect the diamagnetic susceptibilities of selected small atoms and molecules, as limiting cases of dilute gas. We use nonrelativistic path-integral Monte Carlo simulation (PIMC), where both electrons and nuclei are treated on equal footing at finite temperatures in sampling exact Coulomb pair density matrices. The PIMC estimator of diamagnetic susceptibility has been briefly introduced in Ceperley [D. M. Ceperley, Rev. Mod. Phys. 67, 279 (1995)], but here we present a comprehensive derivation, discussion of practical effects, and proof-of-concept results for selected few-body Coulomb systems. Our results are in perfect agreement with high-accuracy literature references, where available, but also demonstrate additional thermal effects of the diamagnetic response of low-mass systems.