Dravid is leading India in the first Test at Multan in the absence of Ganguly, who pulled out of the match due to a troubled back.
"Rahul is a different type of captain. He has different ways of leading the team. Players should follow him," Azharuddin said.
Azharuddin, who is the most successful Indian captain alongwith Ganguly with 14 victories each, suggested that India could win the Test series in Pakistan by picking the right combination.
"India has a good chance (of winning the series). But they need to pick the right combination. We should play two spinners as the wickets in Pakistan are very dry," said Azharuddin.
The former captain also said that the bowlers, after a good work in the One-dayers, should be patient during the Test series.
"The young fast bowlers have a long way to go. I would say that in the Test matches they should be patient."
On whether One-day specialist Mohammed Kaif should be drafted into the Test team, Azharuddin said, "the batsman needs a little more consistency. It is very difficult for a batsman to get a place in the Indian team. Kaif has to be a little more consistent and should score runs regularly."
Azharuddin was all praise for his statemate V V S Laxman, who scored a fine century to shape India's win in the series-deciding fifth and final One-dayer in Lahore on Wednesday.
"He is a tremendous player and has the ability to score runs at will. He works hard and works on his flaws. He is too good a batsman," he said.
"Quite similar," Azharuddin said when asked whether Laxman bats the same way he used to during his playing days.
On India's search for a regular wicketkeeper, he said, "we should play specialists for all the positions" referring to Dravid's wicket-keeping role in the One-dayers.
"Parthiv Patel needs to play more domestic cricket and Deep Dasgupta is more a batsman than wicketkeeper. However, I feel Ajay Ratra is a good keeper," he said.