Top seed and world champion Chen secured his third Superseries singles title of the year with a comprehensive 21-16 21-10 win over Denmark's Hans-Kristian Vittinghus.
Tai was crowned winner in the women's competition after proving to be too strong for Sung Ji-hyun in a 21-17 21-12 success.
Chen and Vittinghus featured in the first singles finals of the day at the Hamdan Sports Complex and the world number two showcased his quality to win in 47 minutes.
Having gained an advantage, Chen put together a run of 12 consecutive points in the final stages of the second game to clinch his second Finals title - having also won in 2012.
World number nine Tai - of Taiwan - came from behind to beat Saina Nehwal in the semi-finals on Saturday but was not made to work as hard by South Korea's world number five Sung.
The pair had four wins apiece from their previous eight meetings, but Tai now holds a slender advantage after her relatively routine 36-minute victory.
Victory in Dubai is Tai's fourth SuperSeries triumph and her second in as many months after also winning the Hong Kong Open.