As a child, he moved to Russia with his family and started playing football in the youth academy of Saturn Ramenskoye.

Mahmudov made his debut in Russian Premier League on 24 April 2010, in a match against Dinamo Moscow, at the age of 17.

After the dissolution of Saturn, Mahmudov signed a long-term contract with Spartak Moscow as a free agent on 15 January 2011.

[4] Mahmudov appeared in a total of 12 matches during the season for Spartak, however despite a successful start, he was not able to become the player of the main squad.

Mahmudov made his comeback to the Russian Premier League on 9 August 2015, during the game against his previous team Spartak Moscow.

[14] He scored his first goal for Neftchi Baku in an Azerbaijan Premier League match against Gabala on 19 November 2017.

Due to his performance at both Neftchi and the national team, he was selected as the player of the year in Azerbaijan during the vote at the end of 2021.