After playing for a few clubs in Iran and following his performance in Asia, he moved to Germany in 1997 to play for 1. FC Köln. Azizi, along with his Iranian national teammates Ali Daei and Karim Bagheri, were among the first Iranians to enter German Bundesliga.
Having played for three seasons in 1. FC Köln, he signed a contract with California-based club San Jose Earthquakes. In 2001, Khodadad Azizi was transferred to the UAE club, Al Nasr, before returning to Iran and joining Pas Tehran.
In 2005, he signed for Admira Wacker in the Austrian Bundesliga. He returned to Iran soon after and signed for lower division club, Oghab. His stay there was not very lengthy as he signed for Rah Ahan in late 2005
Azizi represented Iran at the 1996 Asian Cup, 1998 FIFA World Cup, and the 2000 Asian Cup. He was named Asian Player of the Year in 1996, as well as the Asian Cup Most Valuable Player in the 1996 Asian Cup.