During his career Azzopardi formed part of the Malta Football Association youth coaching staff and worked with Balzan Youths, Birkirkara, Sliema Wanderers, Qormi and Floriana. On the 15th of October 2014 Stephen Azzopardi was appointed for the second time as the coach of Sliema Wanderers. Till now he has coached three hundred and ten Premier League matches, the second overall in the all-time list of Maltese football.
Balzan Youths (1998–2001) Third Division Champions: 1999-1900 Second Division Promotion: 2000-2001 Birkirkara (2001–2007) Premier Division: 2005-2006 FA Trophy: 2001-2002, 2002-2003, 2004-2005 Super Cup: 2002, 2003, 2004, 2005, 2006 Super 5 Cup: 2002-2003, 2004-2005 Super 5 Cup: 2005-2006 (finalists) Lowenbrau (Euro) Cup: 2003-2004 Sliema Wanderers (2007–2010) FA Trophy: 2008-2009 Super Cup: 2009 Qormi (2010–2012) FA Trophy: 2011-2012 (finalists).
