Yankees signed him as a minor-league free agent on August 11, 2006. His 2007 campaign was divided between three Class A farm teams and the Triple A Scranton/Wilkes-Barre Yankees, where he appeared in only one game. A combined 1–4 in 27 games, he was released by on December 14, 2007.
Milwaukee Brewers
After spending the winter working as a cell phone salesman for Telus in the Toronto area, he signed with the Milwaukee Brewers on March 4, 2008. A 5–10 campaign with a 4.55 ERA for the Brevard County Manatees was followed by an offseason employment as a bartender at an East Side Mario's location in Hamilton, Ontario. Used exclusively out of the bullpen in 2009, he improved to a combined 9–1 with the Manatees, Huntsville Stars and Nashville Sounds. He was called up to the Brewers on September 7, and made his major league debut eight nights later as the last Brewers pitcher in a 13–7 loss to the Chicago Cubs at Wrigley Field. He surrendered an earned run, a hit and three walks in one inning pitched. Axford started 2010 in Nashville before being promoted by the Brewers on May 15. With Trevor Hoffman struggling in save situations, Axford, despite having never been a closer in his career, was given the job, where he became a big success in the role and gained popularity with Brewer fans as he sported a handlebar mustache in many of his early appearances, evoking memories of legendary reliever Rollie Fingers. Axford finished his first full season with an 8–2 record, a 2.48 ERA, pitched in 50 games, was 24 out of 27 in save attempts, and struck out 76 batters in 58 innings pitched. He was named a relief pitcher on Baseball America's 2010 All-Rookie Team. Axford went into 2011 as the Brewers closer and struggled early, blowing two saves in the first two weeks of the season, then went on to convert every single save opportunity the rest of the way. In a game against the Chicago Cubs on July 27, Axford converted his 26th consecutive save opportunity, breaking Doug Jones's Brewers franchise record. Axford was named DHL Delivery Man Award winner for the month of July 2011, in which he recorded 11 saves with a 2.57 ERA. On September 24, he set the Brewers franchise record for most saves in a single season, saving his 45th against the Florida Marlins. For the season he led the National League in saves, and was second in games finished, pitching innings with 86 strikeouts and 59 hits while going 2–2 with a 1.95 ERA. Axford was the first Brewers pitcher since Rollie Fingers to be a league leader in saves. He continued his success in the 2011 postseason, appearing in 6 playoff games and racking up 3 saves and a 1.29 ERA while striking out 9 batters in 7 innings pitched. Axford, however, blew his first save since the second week of the season in the decisive Game Five of the NLDS, but still got the win as the Brewers won in the 10th inning. On October 28, Axford was named the recipient of the 2011 Robert Goulet Memorial Mustached American of the Year Award by the American Mustache Institute. Recognition of Axford's success in 2011 continued into the offseason, where he was ninth overall in voting for the NL Cy Young Award and 17th overall for the NL MVP award. He was nominated for and won several awards recognizing his success, including the NL Rolaids Relief Man, and the Canadian Tip O'Neill Award. He shared the award with Joey Votto, the third time the Tip O'Neill has been shared. Axford began 2012 with six straight saves, extending a streak to 49 consecutive save opportunities converted. This was the fourth-longest streak in MLB history. The streak ended on May 11, 2012, in a game against the Chicago Cubs. As it turned out, Axford's wife began going into labor with the birth of his second child that night, and he was unavailable to comment after the game. Instead, he left a handwritten note for journalists in his locker. On July 16, Axford gave up three runs in the top of the ninth to blow a 2-0 lead. Axford, however, was able to regain his control and was reinstated as the Brewers closer in the second half of the season. He managed to rebound enough to finish the 2012 season with 35 saves, which was still good enough for 6th in the National League, with a 4.67 ERA, plus a new career high in strikeouts in a season, striking out 93 batters in 69 innings pitched, averaging 12 strikeouts per 9 innings pitched. On September 16, Axford recorded his 100th career save against the New York Mets. On January 18, 2013, the Brewers announced they had avoided arbitration with Axford, signing him to a one-year contract worth $5 million. He pitched for the Canadian national baseball team in the 2013 World Baseball Classic before the season. In his first four appearances, he had an 0-2 record with 22.10 ERA and a blown save. He threw during the WBC, but only with the Brewers. The Brewers replaced Axford as their closer with Canadian-born Jim Henderson. He had a 4.45 ERA in 62 games for Milwaukee.
St. Louis Cardinals
On August 30, 2013, the Brewers traded Axford to the St. Louis Cardinals for a player to be named later, who was later identified as Michael Blazek. Cardinals' coaches informed Axford he was tipping his pitches. With the Cardinals, he worked with catcher Yadier Molina to fix mechanical flaws the Cardinals' coaching staff diagnosed. Axford completed the season with a 1.74 ERA in his last 13 regular-season games, and a 1.59 ERA during the 2013 postseason, including innings without allowing a run during the 2013 World Series. After the season, the Cardinals opted not to tender Axford a contract for the 2014 season, making him a free agent.
Cleveland Indians
On December 19, 2013, Axford signed a one-year, $4.5 million contract with the Cleveland Indians, who announced he would serve as their closer. Despite 9 saves in April, Axford struggled in the closer role and lost the job to a closer-by-committee composed of Cody Allen, Bryan Shaw, Scott Atchison and Marc Rzepczynski in May.
Pittsburgh Pirates
Axford was claimed off waivers by the Pittsburgh Pirates on August 14, 2014. He was designated for assignment on October 25, 2014, and removed from the 40-man roster. He elected to become a free agent on November 3.
Colorado Rockies
Axford signed a minor league contract with the Colorado Rockies on January 30, 2015. He was added to the 40-man roster on March 1, when Tyler Chatwood was placed on the 60-day disabled list. After struggles from LaTroy Hawkins, setup man Adam Ottavino was appointed as the Rockies closer. When Ottavino tore his UCL and needed Tommy John surgery, Axford was named the closer for Colorado. Balls hit against him had the highest average exit velocity in the major leagues, at 90.6 miles per hour. Axford was designated for assignment by the Rockies after the season.
Oakland Athletics
On December 11, 2015, Axford signed a two-year, $10 million contract with the Oakland Athletics. In 2016, Axford appeared in 68 games, earning three saves in ten chances. He had a 3.97 ERA. He was designated for assignment on July 27, 2017, and released on August 1.
Toronto Blue Jays
On February 8, 2018, Axford signed a minor league contract with the Toronto Blue Jays with an invitation to spring training. His contract was purchased by the Blue Jays on March 29, 2018, and he was assigned to the Opening Day roster. On July 28, Axford made his first career start against the Chicago White Sox, becoming the sixth Canadian-born starter in franchise history. He faced the minimum over a career-high three innings, though the Blue Jays would end up losing the game 9–5.
Los Angeles Dodgers
On July 31, 2018, Axford was traded to the Los Angeles Dodgers in exchange for minor league pitcher Corey Copping. He only played in five games with the Dodgers, allowing seven earned runs in 3 innings.
Second stint with the Blue Jays
On February 14, 2019, Axford signed a minor league contract to return to the Blue Jays. He was released on March 23 after suffering a stress reaction in his elbow. The following day, it was announced he would undergo rehab and re-sign with the Blue Jays to a re-worked contract. On August 8, Axford had bone spurs removed from his pitching elbow. He became a free agent following the 2019 season.
Scouting report
When Axford first entered the majors as the Brewers closer, he relied heavily on his power fastball, which is generally thrown around 96–98 MPH, but can reach as high as 100 MPH. Because of his height, the pitch is delivered on a downward plane, and is thrown with a peculiar arm snapping motion. Since then, his breaking pitches have become nearly as dominant as his fastball, and he now regularly throws a very good curveball at 79–80 MPH with a sharp 12 to 6 break, as well as an 83–86 MPH slider with a late, sharp break.
Personal life
Axford received a bachelor's degree from Notre Dame in film and television. An avid film fan, Axford correctly predicted 14 of the 15 winners of the 2013 Oscar awards, and all eighteen winners of the 2014 Oscar awards via his Twitter account. Selecting winners in all 24 categories of the 2015 Oscar awards, Axford successfully chose 17 winners. Axford is involved in the annual Milwaukee Film Festival.