Born in Lisbon, Azenha started his career off at Vitória de Setúbal as assistant manager to Jorge Jesus from 2000 to 2002.
From there, he worked in the same post at China's Changsha Ginde and Egyptian club Al-Ahly under compatriot Toni.
[2] He was sacked on 15 September, having begun the Primeira Liga season with a goalless draw against Vitória de Guimarães and followed it with three consecutive defeats to sit in last place.
[5] In June 2011, just after Portimonense's relegation, Azenha went back abroad with Sharjah FC in the United Arab Emirates.
[8] He left by mutual consent at the end of March, having won two and lost five out of ten fixtures.