Baku sits on a peninsula reaching into the Caspian, in a semi-arid and very exposed climate. That produces an unusual profile: winters mild for the latitude, very hot summers, extreme dryness and constant wind. The practical consequence is that the variable used to choose a month across half of Europe is useless here.

01 Rule out the rain
The numbers confirm the dryness. The wettest month of the year is November, at 35 millimetres. The driest is July, at zero. In the whole year there are 49 days with precipitation, fewer than half of Rome's. If you come from a European destination, this means you can plan without holding days in reserve.
02 The wind has a name
Two named winds blow here and they alternate. The khazri comes from the north and is cold: it can pull the felt temperature down several degrees within hours and raise the sea. The gilavar comes from the south and is warm and humid. The city lives alternating between the two, and that alternation explains Baku's reputation as a windy city.

The practical consequence is simple and holds for any month: always carry a windproof layer, even in August. A 30-degree day with khazri on the seafront behaves like a 24-degree one, and a 10-degree January day with the same wind behaves like a 4-degree one.
03 The Caspian runs late
And here is the figure that changes the calendar. The air peaks in August at 31.7 degrees, and from there it falls fast: 26.9 in September, 20.4 in October, 14 in November. The water does not. The Caspian reaches 26 degrees in August, holds at 24 in September and is still 20 in October.
In October the air is already down to twenty degrees and the water is still at twenty. That is the month almost nobody books.
Translated into a trip: the coastal season does not end when the heat does, it ends six weeks later. September and October are the two months when you can walk the city comfortably, at highs of 27 and 20 degrees, and still use the sea. Neither is treated as high season.
04 July and August, with conditions
Summer here is harsh and it is worth saying plainly. July and August have average highs of 31.4 and 31.7 degrees, with eleven and ten hours of sun a day and practically no rain. Heat waves push the thermometer to 38 or 40, and the city record is 42.7 degrees, recorded in July of 2018.
That said, there is a concrete compensation: this is when the sea is at its best, at 24.5 degrees in July and 26 in August. If you come then, the plan has to be coastal early in the morning and in the evening, and indoors at midday. The old city, with its narrow lanes between stone walls, gives considerably more shade than it looks like from outside.
05 The verdict
September, and by a comfortable margin over the runner-up. It is the only month that combines all three: 26.9 degrees of air, 24 of water and only two rainy days. You can walk the city, you can use the coast, and there is neither August's heat nor November's wind.
October is the second choice and probably the calendar's most underrated: 20.4 degrees in the air, the sea still at 20 and a city that has already emptied out its high season. And if you travel in spring, April and May are excellent for the city —16 and 23 degrees, almost no rain— but forget the water: in May the Caspian is at 15 degrees.
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