The British Foreign and Commonwealth Office has this advice to visitors:

Around 5,000-7,000 British nationals visit Azerbaijan every year, mainly on business. Azerbaijan has a large expat population who work mostly in the oil and gas sector. Visitors are generally welcomed. Crime against foreigners is generally low, but does occur. Corruption is an every day aspect of life in Azerbaijan, despite regulations prohibiting corrupt activities by public officials and others. We do not recommend the payment of bribes under any circumstances.

Crime levels in Baku are generally low, but muggings do occur from time to time after dark in the centre of town around the western bars and clubs. Some incidents have also occurred near dimly lit entrances of private apartments.

We advise against all travel to Nagorno-Karabakh and the military occupied area surrounding it. This area is the subject of a continuing dispute between Azerbaijan and Armenia and although a cease-fire has been in place since 1994 there are regular exchanges of gunfire across the Line of Contact. Some areas may be heavily landmined.

You should not attempt to enter or leave Azerbaijan via the land borders with Russia (i.e. Dagestan) as these are closed to foreign nationals. If you hold a valid visa it is possible to cross the Iranian border at Astara.