Ažbe finished his studies at the Munich academy in 1891. By that time he was already known for his portrait painting. His paintings were shown in art exhibitions at the Glaspalast. The Glaspalast was a large glass and iron exhibition building in the old botanical garden of Munich. It was modeled after the Crystal Palace in London. In 1892, Ferdo Vesel encouraged Ažbe to give private lessons to art students in Munich. He started with seven students who rented a room for their lessons, but the number grew very fast. Soon Ažbe was able to rent a building on 16 Georgenstrasse for the school. He also had his own studio on that street. The door to the school had a sign that said "Nur fest!" ("Be bold!"). The school became very famous. It specialised in painting nudes and portraits. Famous artists who studied at Ažbe's school included Alexej von Jawlensky and Wassily Kandinsky.