From 1987–1995, Lazarev was both chief conductor and artistic director of the Bolshoi Theatre, the first person in over thirty years to hold both positions simultaneously.

In 1994, Lazarev became principal guest conductor of the Royal Scottish National Orchestra (RSNO).

His last program as music director consisted of Alexander Glazunov's The Seasons and Dmitri Shostakovich's Symphony No.

[3] In the wake of the escalation of hostilities in the Russo-Ukrainian War that began in February 2022, his partnership with the orchestra was interrupted again, with concerts scheduled for late 2022 cancelled as a result.

[4] A scheduled concert performance of Sergei Rachmaninoff's opera Aleko conducted by Lazarev in early 2023 was also cancelled.