Azhar made his One-Day International debut against India in 1996 at Toronto Cricket Club, Toronto, but did not gain major recognition until his Test debut against South Africa the following year at Rawalpindi Cricket Stadium, Rawalpindi when he hit a century and a half-century without being dismissed. He later went on to score two more centuries against the South Africans.
He joined the Pakistani team primarily as a medium pacer but he has surprised many by his batting powers. His hard hitting but orthodox batting skills have also been extremely useful in the one-day game. Unlike most Pakistani pacers who are swing bowlers, he is a useful English-style seam bowler, who can chip in with wickets in time of need.
In 2000, Lt-General Tauqir Zia, then the PCB chairman, said that the board would choose the next captain – not based on seniority alone – and if people find the choice unacceptable they will not be selected. Later – in front of some senior players – he told Azhar Mahmood that he will be the next Pakistan captain. Together they would plan the future strategy. But till now this never came to pass.