O'Neill has presided over three draws and three defeats since taking over from Nigel Worthington but believes the World Cup qualifier, live on Sky Sports, presents an ideal chance to get off the mark.
"We've played three qualifying games now, with a loss and two draws. It's time for us to put three points on the board," he said.
"I'm desperate to get my first win as manager and to get the first win with this group of players.
"It's hugely important that we start winning games now. We have a four-month break after this game and you want to go into that break on the back of a positive result and a positive performance.
"If we don't it will be a long three months for me."
Chris Brunt and Shane Ferguson are back for Windsor Park claah, while Dean Shiels is tipped to partner Kyle Lafferty in attack.
Azerbaijan coach Berti Vogts added: "We have a good team spirit but we are missing seven players. We are disappointed to be missing so many."