QUICK ANSWER
"¡Dios mío!" is a form of "¡Dios mío!", an interjection which is often translated as "Oh God!". "Ay" is a form of "ay", an interjection which is often translated as "ow". Learn more about the difference between "¡Dios mío!" and "ay" below.
¡Dios mío!(
dyohs
mee
-
oh
)An interjection is a short utterance that expresses emotion, hesitation, or protest (e.g., Wow!).
b. Oh my God!
¡Dios mío! ¿Has visto cómo se caía esa pared?Oh my God! Did you see that wall fall down?
b. Oh my God!
¡Dios mío! ¡Mira lo grande que es esa araña!Oh my God! Look at the size of that spider!
c. My God!
¡Dios mío! Cómo has cambiado desde la última vez que te vi.My God! You look so different from the last time I saw you.
d. Good God!
¡Dios mío! ¿Pero qué te has hecho en el pelo?Good God! What have you done to your hair?
ay(
ay
)An interjection is a short utterance that expresses emotion, hesitation, or protest (e.g., Wow!).
b. jeez (colloquial)
A word or phrase that is commonly used in conversational speech (e.g., skinny, grandma).
¡Ay! Me asustaste.Jeez! You scared me.
A masculine noun is used with masculine articles and adjectives (e.g., el hombre guapo, el sol amarillo).