Azazel is a fictional demon appearing Preludes and Nocturnes and Season of Mists. It first appeared in The Sandman #4 (April 1989), where it was introduced by Lucifer as one of his co-rulers of Hell; part of the triumvirate formed by Beelzebub, Lucifer, and Azazel after a civil war in Hell destabilized the realm. It is depicted as a void of changing size and shape, populated with multiple sets of fangs and eyes. Its shape changes from bulbous to formless between appearances. Azazel returned in Season of Mists. After Lucifer Morningstar evacuated and closed Hell, he left the key to the gates to Dream. Azazel was one of the petitioners for the key, and the right to rule Hell. "I seek the return of our lands, the lands of my people, the lands from which we have been unjustly expelled. I do not come as a mere ambassador, but as the representative of all daemonkind...."

Dream confines Azazel

Azazel offered "a sweetener" to its demand, it offered to return to Dream his former lover Nada in exchange for the key.

Dream said he would take the matter under consideration. Eventually, however, the key was given into the care of the angels Remiel and Duma. Angry, Azazel renounced Dream's hospitality and told Dream to retrieve its hostages from within it if he dared, or it would consume Nada. The overconfident Azazel had forgotten that in Dream's realm, Dream was the power, and the demon had no defenses against him. Dream ironically then imprisoned Azazel, the former djinn, in a small bottle and stored it in a chest beside the Corinthian's skull and the bottled city from Fables and Reflections.

It is still there.