After finishing his playing career in 1986 Gazzaev coached the youth team of Dynamo Moscow before moving to work with professional clubs. His first major success as a manager was winning the
Russian championship with
Spartak-Alania Vladikavkaz in 1995. More titles followed after Gazzaev moved to coach
CSKA Moscow. With them he won the
2004–05 UEFA Cup, as well as the Russian Premier League in 2003, 2005 and 2006 and the
Russian Cup in 2002, 2005, and 2006, on 5 December 2008 left
PFC CSKA Moscow. Gazzaev's
CSKA Moscow team was the first side from the
Russian Federation to win a European competition since the fall of the
Soviet Union. On 26 May 2009, the former
CSKA Moscow coach was named as the new head coach of
Dynamo Kyiv, who signed a three years contract also until 2012. After a spell as
Dynamo Kyiv head coach he returned to Vladikavkaz and became president (2011) and then also manager (November 2012) of
Alania Vladikavkaz. In February 2014, the football club "Alania", led by Gazzaev, ceased to exist and pulled out of the 2013–14 Russia First Division, due to financial liquidation and sponsorship problems, and the club was dissolved. ==Managerial statistics==