[2] Born in Guarabira, Brazil, Márcio Azevedo joined the local Juventude youth teams at a young age.

On 27 February 2013, after two-and-a-half years with Botafogo, Azevedo signed with Ukrainian Premier League club Metalist in Kharkiv, for a transfer fee of €3 million.

After his exceptional appearances with the team of Kharkiv, Azevedo had gained notice and the Ukrainian giants FC Shakhtar Donetsk and Mircea Lucescu offered to purchase him.

After a very difficult period for the defender, marred by 441 days on the injury list, Azevedo returned to action in a home game against FC Chornomorets Odesa in May 2017.

The 31-year-old player was expected to replace Croatian international left defender Marin Leovac, in the current squad of the Greek Cup winners, ahead of the second half of the 2017–18 season.