Aged 10 in the summer of 1998, after participating with the PAOK squad in a youth tournament held in Trieste, Italy, he was approached by the local club and agreed to join their junior team.
His hard work under coach Kyriakos Alexandridis was praised in the 2006–2007 season when he became top scorer with 24 goals, with PAOK dominating the Reserve League.
He was working hard to find a place in the starting eleven, yet was overshadowed by more experienced players like Zlatan Muslimović and Lambros Choutos and was mostly used as a late substitute by Fernando Santos.
He scored his first goal of the season at the first game played in the newly built AEL FC Arena as a substitute, giving PAOK a 1–2 victory over Larissa.
On 30 November he scored against Tottenham Hotspur, with the second goal for PAOK in a surprise 2–1 victory at White Hart Lane in the Europa League, when he met a low cross from Giorgios Georgiadis.
After the departure of Pablo Garcia he was named vice-captain of the club behind Dimitris Salpingidis, wearing the captain's armbrand on many occasions.
[9] On 11 December he scored a penalty to equalise in a home group game against Guingamp for his sixth of the tournament, but the French team won 2-1 and advanced at PAOK's expense.
[10] On 4 July 2015, during a friendly game in the training period, he suffered an overwhelming intra-articular fracture of the first toe of the right foot, that caused him (according to the officials' reports) an absence of approximately 4 to 6 weeks.
On 30 November 2015, a brace from Athanasiadis helped PAOK win 3-1 Kalloni at Mytilini, with Giannis Mystakidis also scoring in the last minute of the game.
[14] On 20 December 2015, with a penalty kick he scored the goal to give PAOK a hard-fought 1-0 home win against brave Platanias, who had created many chances to equalize.
[16] On 13 February 2016, according to medical staff Athanasiadis suffered a hamstring strain injury during Greek Cup match against Panionios and will remain out of action for 15–18 days.
[17] According to Superleague Greece statistics, Stefanos Athanasiadis was shown 49 yellow cards between 2012 and 2016, an incredible number considering that he played mainly as striker.
[21] He started the 2017-18 season as a late substitute in a 3-1 home win game against Östersunds FK at Toumba Stadium in the first leg of the Europa League play-offs.
[26] On 7 September 2018, after his departure from Maccabi Haifa, Athanasiadis eventually found himself a new club, penning a two-year deal with PAS Giannina.
[28] On 9 February 2019, he scored after Alexandros Nikolias’ cross left Pananthinaikos goalie Sokratis Dioudis with no chance to react to a clinical header, sealing a vital 1-0 home win game in his club's effort to avoid relegation.