Summary. AZT is a type of anti-HIV drug called a nucleoside analogue (ânukeâ). The most common side effects of AZT can include headache, nausea, and loss of appetite. More rarely, it can cause anemia and low white blood cell counts. It is usually taken at a dose of 300 mg twice daily, with or without food.ummary. AZT is a type of anti-HIV drug called a nucleoside analogue (ânukeâ). The most common side effects of AZT can include headache, nausea, and loss of appetite. More rarely, it can cause anemia and low white blood cell counts. It is usually taken at a dose of 300 mg twice daily, with or without food.