Azzolini was born in Bolzano in 1967. There he studied at the Musical conservatory Claudio Monteverdi. Sergio Azzolini continued his studies in Hanover in the class of professor Klaus Thunemenn.

Azzolini drew attention to his musical talent while playing at numerous musical contests in Ancona, Prague, Belgrade, Martigny, Bonn and Munich. Sergio Azzolini regularly records for EMI. Besides solo performances, he dedicates great amounts of time to his own ensemble Il Proteo.

Sergio Azzolini is a permanent member of Christophe Coin's Ensemble Baroque de Limoges and is playing as a soloist in the Sonatori de la Gioiosa Marca ensemble. Azzolini has been art director of Kammerakademie Potsdam since 2002.

He began his teaching career as a professor of bassoon at the Faculty of music in Stuttgart. As of 1998 Azzolini is a professor of bassoon and chamber music at the Faculty of music in Basel.