After playing for a few clubs in Iran and following his performance in Asia, he moved to Germany in 1997 to play for 1. FC Köln. Azizi, along with his Iranian national team-mates Ali Daei and Karim Bagheri, were among the first Iranians to enter German Bundesliga.
After the 2005–06 season, Azizi retired from club and international football. He finished his international career with 47 caps and 11 goals. Following his retirement, Azizi was employed by his hometown club, Aboomoslem, as club chairman advisor. Azizi also co-owns a sports clothing label called Majid with financial backing from Abdol Majid Saedifar who put a $400,000 into the company. In September 2011, Khabaronline.ir reported Azizi to be the owner of Siah Jamegaan of Khorasaan, a spin-off of F.C. Aboomoslem.
In December 2006, Azizi was appointed the manager of Aboomoslem, a Mashhad based football club that he had started his career with in the early 90's. He was replaced by Parviz Mazloumi in October 2007. He was head coach of Payam Khorasan and Esteghlal Ahvaz for a short time. In 2011, he was appointed as head coach of Aboomoslem for a second time but parted company with the club on 1 June 2012.