Musharraf, 75, who is currently in Dubai, said that the Pakistan government's crackdown on the JeM, which also tried to assassinate him twice, was a good move.
Last month, Foreign Minister Shah Mahmood Qureshi during an interview with CNN said that Azhar is in Pakistan, but the government can act against him only if India presents "solid" and "inalienable" evidence that can stand in a court of law.
Pakistan military, however, denied the terror group's presence in the country.
Amid mounting international pressure after the Pulwama attack, Pakistan on Tuesday detained 44 members of the banned militant outfits, including Azhar's son and brother.
"This is a good move. I have always said that the JeM is a terrorist organisation and they only had carried out a suicide attack in an attempt to assassinate me. Action should be taken against them. I am happy the
Musharraf, who also served as Pakistan's army chief, said that the action against the JeM should have been taken earlier.
When asked why he himself had not taken any action against the Jaish leadership and the organisation when he was in power, the former military ruler said, "Those were different times. Our intelligence men were involved in a tit-for-tat between India and Pakistan...This was continuing at that time and amid all of this, no major action was taken against the Jaish. And I also did not insist."
Musharraf had ruled Pakistan from 1999 to 2008. Musharraf, who has been living in Dubai since March 2016, is facing the treason case for suspending the Constitution in 2007, a punishable offence for which he was indicted in 2014.