"I'm really astonished by the way the coaching staff are treating me now," the former PAOK Saloniki man told FilGoal.com.
"Decastel was really nice during my trial period, but it's has been the other way around since the training camp kicked off."
Azmi, who joined the White Knights in May on a free transfer, is currently taking part in Zamalek's pre-season preparatory camp in Switzerland.
"If the technical staff don't want me now, then why did they land me in the first place?" the former Zamalek prodigy added.
"I had many other offers from Greece, Cyprus, Turkey and Egypt, but I preferred to re-join Zamalek.
"The new season is now imminent, so it's hard to seal a move to any other club in these days. But if the coaching staff don't need me, I will leave."
Last summer Azmi signed for Zamalek, but he rescinded his contract before the season got underway because he felt insulted for being accused of supporting his father, a prominent figure inside the club, in the board elections at the time.
Over the past few years, the towering defender had spells in Greece, Cyprus, Saudi Arabia and Turkey, but barely featured for the Egyptian national team.
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Azmi close to Zamalek exit