Several conditions can cause leaf loss. Azaleas drop their leaves when they are stressed due to very dry or wet weather. If the leaves turned brown before dropping, they could be diseased. If the leaves had holes in them or looked damaged, insects could be the problem. From how you describe the problem, we suspect the cause to be too much or too little moisture or too much fertilizer.

Pay attention to your azalea and make sure it gets a thorough watering once a week or so, and monitor for any bugs.  A new set of leaves may emerge, and your azalea will be fine.

A natural method of eliminating spider mites on azaleas is through using lady bugs.  You can also try insecticidal soap or horticultural oil.  The attached article talks about insect pests on azaleas and provides detailed information on how to combat them.  Good luck with your azalea.