Azzarello has written for Batman ("Broken City", art by Risso; "Batman/Deathblow: After the Fire", art by Lee Bermejo, Tim Bradstreet, & Mick Gray) and Superman ("For Tomorrow", art by Jim Lee). Prior to rise to prominence as a writer, he was best known as the line editor for Andrew Rev's incarnation of Comico.

In 2005, Azzarello began a new creator-owned series, the western Loveless, with artist Marcelo Frusin. Also at Vertigo, his Filthy Rich original graphic novel was one of the two titles that launched the Vertigo Crime line.

He also designed First Wave, a new fictional universe for DC Comics, separate from the main DC Universe/DC Multiverse. It starts with a Batman/Doc Savage one-shot, followed by the First Wave limited series.

Azzarello is married to fellow comic-book writer and illustrator Jill Thompson.

Azzarello cites Jim Thompson and David Goodis among his influences.

Full-length comic books and graphic novels include:

• Primer, #1 (1996), Comico; with Vincent Proce
• Jonny Double (1998), four-issue mini-series, Vertigo; with Eduardo Risso
• 100 Bullets (1999—2009), Vertigo; with Eduardo Risso
• Hellblazer #146-174 (2000—2002), Vertigo; with Marcelo Frusin, Richard Corben, Steve Dillon, Guy Davis and Giuseppe Camuncoli
• Startling Stories: Banner (2001), four-issue mini-series, Marvel Comics; with Richard Corben
• El Diablo (2001), four-issue mini-series, Vertigo; with Danijel Zezelj
• Cage (2002), five-issue limited series, Marvel MAX; with Richard Corben
• Spider-Man's Tangled Web "The Last Shoot" #14 (2002), Marvel Comics; with Raven (co-writer) and Giuseppe Camuncoli (penciller)
• Sgt. Rock: Between Hell and a Hard Place (2003), DC Comics; with Joe Kubert
• Batman:
• Batman/Deathblow: After the Fire (2003), three-issue mini-series, DC Comics/Wildstorm; with Lee Bermejo
• Broken City #620-625 (2003—2004), DC Comics; with Eduardo Risso
• Joker (2008), original graphic novel, DC Comics; with Lee Bermejo
• Batman in Wednesday Comics (2009): with art by Eduardo Risso
• For Tomorrow #204-215 (2004—2005), DC Comics; with Jim Lee
• Man of Steel (2005), five-issue limited series, DC Comics; with Lee Bermejo
• Loveless (beginning 2005 - ending 2008), Vertigo; with Marcelo Frusin, Danijel Zezelj, and Werther Dell'Edera
• Deathblow (beginning 2006), Wildstorm; with Carlos D'Anda
• Architecture and Morality, Tales of the Unexpected #1-8 (2006—2007), back-up stories, DC Comics; with Cliff Chiang
• Filthy Rich (2009), B&W original graphic novel, Vertigo Crime; with Victor Santos
• First Wave:
• Batman/Doc Savage Special (November 11, 2009), 56-page, prestige-format one-shot, DC Comics; with Phil Noto
• First Wave (2010), 6-issue limited series, DC Comics; with Rags Morales

Short stories

• Weird War Tales #1 (1997), "Ares", Vertigo; with James Romberger
• Gangland, #1 (1998), "Clean House", Vertigo; with Tim Bradstreet
• Heartthrobs #2 (1999), "The Other Side of Town", Vertigo; with Tim Bradstreet
• Strange Adventures #4 (1999), "Native Tongue", Vertigo; with Essad Ribic
• Gotham Knights #8 (2000), "Batman Black & White", DC Comics; with Eduardo Risso
• Vertigo Secret Files: Hellblazer #1 (2000), one story, Vertigo; with Dave Taylor
• Flinch #2, 10 & 13 (2000) "Food Chain", "Last Call", and "The Shaft", Vertigo; with Eduardo Risso, Daniel Zezelj & Javier Pulido
• Winter's Edge #3 (2000) "100 Bullets: Silencer Night", Vertigo; with Eduardo Risso
• Wildstorm Summer Special (2001), "Zealot: Apple Read"; Wildstorm; with Brian Stelfreeze
• 9-11 - The World's Finest Comic Book Writers & Artists Tell Stories to Remember #2 (2002), "America's Pastime", DC Comics; with Eduardo Risso
• JSA All-Stars #6 (2003), Golden Age Dr. Mid-Nite story, DC Comics; with Eduardo Risso
• DC Comics Presents: Green Lantern #1 (2004), "Penny for Your Thoughts, Dollar For Your Destiny", DC Comics; with Norm Breyfogle
• Solo #1 & 6 (2005) "Low Card in the Hole" and "Poison", DC Comics; with Tim Sale and Jordi Bernet

Azzarello and Argentine artist Eduardo Risso, with whom Azzarello first worked on Jonny Double, won the 2001 Eisner Award for Best Serialized Story for 100 Bullets #15—18: "Hang Up on the Hang Low".