The 18-year-old Wolves player found the net in the 81st minute to give John Toshack's side a winning start to their campaign in Group 4.
Just 15,000 fans watched the game inside the 75,000-capacity stadium and they endured a miserable afternoon that was summed up by Jason Koumas's penalty miss against an Azerbaijan side who had Fabio Luis Ramim sent off.
Vokes scored when he swept Gareth Bale's corner past Azerbaijan goalkeeper Kamran Agaev from close-range.
"," said Toshack.
"We dominated the match and heads could easily have dropped after the penalty was missed. But we kept going, refused to let it bother us for long, and fully deserved the winner. We were easily the better team."
Azerbaijan's German boss Berti Vogts, a former FIFA World Cup winner, said his team were still learning on the international stage.
"This is a big lesson for us. Most of my players are not used to playing in such a big stadium or on such long grass," said Vogts. "But we showed that Azerbaijan football has improved."