"If the manager (Jose de Morias) continues to ignore me, I don’t think I will be able to play for another season here," Azmi told Filgoal.com
The 24-year-old defender joined the Saudi champions in January after they had encountered several problems with their defense this season.
"Before I signed for Al-Shabab, the manager was impressed by my form with PAOK, and he called for my services in order to strengthen his backline, but now I am appearing as a late substitute in most of the games.
"I used to play on regular basis for PAOK, and I am not ready to be relegated to the bench in the Saudi league after I played in Europe."
Azmi was frustrated not to start for Al-Shabab in their recent AFC Champions League defeat against Iranian side Sepahan.
"I felt that I was fit to play in defense in our last game against Sepahan, who had tall and strong strikers, but the coach continued to field me in defensive midfield role as a lat sub."
The former Zamalek stopper ruled out a possible return to his homeland stressing that he is enjoying his time abroad and that he could consider a return to Europe.
"I have been approached by Premiership club Reading and Sheffield United, and my previous club PAOK have also welcomed a return next season.
"I would be happy to make a move back to PAOK where I enjoyed an excellent campaign," he added.