Wales maintained their 100 1022n their Euro 2004 qualifying group to take a giant step towards the finals in Portugal.
Goals from Gary Speed and John Hartson secured a hard-fought victory for Mark Hughes' men, who have now gone eight games unbeaten in the last 14 months.
Wales looked nervous at the start, a Paul Jones clearance was sliced, then Page fouled Gurban Gurbanov and from the clever free-kick, Samir Aliyev saw a shot just miss the far post.
Davies lost possession with a sloppy pass and the ball ended back in the Wales box where Gurbanov saw a close range effort touched round by Jones at full stretch, and all this in the first six minutes.
But from Wales' first genuine attack they caused havoc in the home defence.
Barnard's ball was knocked on by Ryan Giggs for Hartson to surge down the line and , brush two players before coming into the box to set up Giggs for a close range drive.
Djahangir Hasanzadekh saved well knew nothing about Giggs' follow up shot that just hit him and went for a corner.
But from that ninth minute Davies' corner, Speed appeared unmarked beyond the far post to head Wales ahead with his first goal for his country since September 2000, and only his fifth in 71 internationals.
Another cross on 20 minutes from Mark Delaney on the right found Hartson, who rose to force Hasanzadekh into a leaping save to his right.
But the Azeri were using the width of the big pitch well and Wales did not look secure at the back, and when Rashad Sadiqov fed Samir Aliyev only a fine point-blank save from Jones prevented an equaliser.
Equally however, when Wales did get at the home defence, there were always problems.
Hasanzadekh made a mess of his punch from Davies' corner, allowing Hartson to power a header against the bar and down onto the line.
Earnshaw was the victim of a very late challenge that cost Sadiqov a booking on 31 minutes and Page was booked three minutes later for a foul on Aslan Kerimov.
Another Davies corner on 37 minutes again found Speed arriving unmarked, but this time Hasanzadekh pulled down the effort.
HT: Azerbaijan 0 Wales 1
Wales needed another goal early in the second half to make their position safer and the desire was obviously there with Hartson prominent, winning balls in the air and Giggs attempting to run with the ball from deep.
But the Manchester United star was finding three, sometimes four, men around him and he twice lost possession in dangerous areas.
A sweeping move by Azerbaijan down the right produced a fine cross by Vadim Vasilyev which reached Mahmud Gurbanov in space but an outstanding tackle by Speed snuffed out the danger.
Substitute Fizulu Mamedov then fired in a swerving, low centre from the right, but Jones made an excellent plunging save.
Azerbaijan's intent was also clear and Gurban Gurbanov sent in a low drive from the edge of the box that flashed wide.
Welsh chances were rare as they opted to defend in depth, but one sweeping break saw Speed hook the ball on for Robinson, arriving at pace on the left, to volley when he had time to control the ball, the effort flying over.
Azerbaijan were becoming increasingly confident and after substitute Farukh Ismaylov was booked for a bad foul on Speed, Aliyev ran from midfield to test Jones from 20 yards.
But Wales did get their priceless second on 67 minutes when Davies curled in another free-kick and Hartson rose unchallenged to power a header into the net.
Barnard was booked as the temperature rose and Delaney - a doubt before the game with a calf problem - was replaced by Rhys Weston with 19 minutes left, the singing from 500 Welsh fans who had made the long journey now resounding around the stadium.
A rare Barnard error on the left let in substitute Ismaylov to race at Jones from a tight angle, but he saw his fierce shot saved superbly by the Southampton 'keeper.
