Answer: If the leaves have a white, mottled appearance, especially along the middle of the leaves, while the margins of the leaves retain a healthy green color, it could be that an infestation of lace bugs have caused the problem. If so, repeated applications of insecticidal soap can control them.
If the leaves have what looks like a white, powdery substance on them, it is probably the fungal disease Powdery Mildew. Once your plant has developed this disease, it's difficult to control. You can prune to remove infected plant parts and to open the azaleas up to better air circulation. Next spring you can use a preventative fungicide to protect your azalea from subsequent attacks.
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