Bzdelik began his coaching career in 1978 as an assistant at Davidson College in North Carolina. He moved to Northwestern University in 1980, where he spent six seasons as an assistant, helping the Wildcats to their first NIT appearance in school history. He then took the head coaching position at the University of Maryland-Baltimore County for two years.
Bzdelik was hired in 2001 by the Denver Nuggets to be their East Coast scout. He was promoted to assistant coach in July 2002 and impressed team management by going 6-0 in the Rocky Mountain Revue summer league and motivating the team's young players. He was named the head coach of the Nuggets on August 21, 2002. The team struggled in his first year, winning just 17 games. They bounced back in his second season to finish with 43 wins and make the playoffs before losing in the first round. The team had high expectations in his third year after signing Kenyon Martin as a free agent. During his 17 years in the NBA, he coached 9 times in the playoffs.
On May 18, 2005, Bzedlik signed a multiyear contract to become the head coach at the US Air Force Academy. The team made a first round NCAA tournament appearance his first year after finishing with the best record (24-7) in the program's 50-year history. The next year, they surpassed the record from the previous year by winning 26 games and made it to the NIT semifinals.
National champion Conference regular season champion Conference regular season and conference tournament champion Division regular season champion Division regular season and conference tournament champion Conference tournament champion