The veteran captain and forward set up the first goal in 37 minutes for compatriot Gleison Moreira in the last thirty-two first leg.
Azulao converted a 48th-minute penalty to double the lead and punished a Cape Town blunder to complete the surprisingly comfortable victory with a tap-in on 63 minutes.
He also scored in each leg of a preliminary round victory over Black Bulls of Mozambique last month.
Azulao, who joined Petro in 2020 from Cypriot club Olympiakos Nicosia, was the leading scorer in the 2021-2022 Champions League with seven goals.
Petro were the surprise team in the premier African club competition last season, reaching the semi-finals before bowing out to eventual champions Wydad Casablanca of Morocco.
While Petro are appearing in the Champions League a 21st time, Cape Town have qualified for the first time after finishing runners-up in the South African Premiership.
Petro had plenty of pre-match information about their rivals as goalkeeper Hugo Marques played for Cape Town last season and was voted the best shot-stopper in the league.
It was a wonderful day for away sides as former Champions League winners JS Kabylie of Algeria and Raja Casablanca of Morocco triumphed.
Kabylie, the 1981 and 1990 champions, beat ASKO Kara of Togo 2-1 in Lome thanks to early goals from Mostapha Alili and Ivory Coast-born Lamine Ouattara.
Kara halved the deficit through Moutalabou Ouattara 18 minutes from time but could not score again to avoid defeat and are now staring elimination.
Three-time African champions Raja are even more comfortably placed after a 2-0 victory over Nigelec of Niger in Niamey.
The Nigerien electricity company club contained Raja until midway through the second half when Zakaria Habti netted and Soufiane Benjdida added a second goal in added time.
An eagerly anticipated east African showdown between Young Africans of Tanzania and twice Champions League runners-up Al Hilal of Sudan finished 1-1 in Dar es Salaam.
After scoring two hat-tricks in the previous round, Democratic Republic of Congo-born Fiston Mayele lifted his goal tally to seven by putting the hosts ahead soon after half-time.
But Hilal captain and star forward Mohamed Abdelrahman levelled midway through the half to give the Sudanese outfit a slight advantage ahead of the second leg next weekend.
On Friday, Al Merrikh, the great domestic rivals of Hilal, won 2-0 at home to Al Ahly Tripoli of Libya with Ugandan Eric Kambale and Aljezoli Nouh scoring.
