Training deep learning models for video classification from audio-visual data commonly requires immense amounts of labeled training data collected via a costly process. A challenging and underexplored, yet much cheaper, setup is few-shot learning from video data. In particular, the inherently multi-modal nature of video data with sound and visual information has not been leveraged extensively for the few-shot video classification task. Therefore, we introduce a unified audio-visual few-shot video classification benchmark on three datasets, i.e. the VGGSound-FSL, UCF-FSL, ActivityNet-FSL datasets, where we adapt and compare ten methods. In addition, we propose AV-DIFF, a text-to-feature diffusion framework, which first fuses the temporal and audio-visual features via cross-modal attention and then generates multi-modal features for the novel classes. We show that AV-DIFF obtains state-of-the-art performance on our proposed benchmark for audio-visual (generalised) few-shot learning. Our benchmark paves the way for effective audio-visual classification when only limited labeled data is available.