How have the temps been lately? Also, how much water is it getting when you water it and how frequently is it being watered? Also, is it dropping inner leaves, outer leaves, or both?

Long distance diagnosis is not terribly reliable, but the most likely cause of the problem is that the rootball has dried out. This can happen when they soil in the new location is substantially different from the area the plant came from. It can also happen for no readily apparent reason. Carefully remove some of the soil and see if the rootball feels dry. If it does, dig up the azalea and soak for 30 minutes or so. Make sure the planting area contains 25 to 50% organic matter, then replant. When you water, run just a trickle at the base of the plant instead of wetting the entire area.