This dataset presents the stable isotope composition (δ18O, δ2H, and d-excess) of daily precipitation samples collected at the Azau meteorological site (43.2659° N, 42.4799° E; 2300 m above sea level), located at the foot of the southern slope of Mount Elbrus in the Caucasus, Russia. Sampling was conducted on a daily basis at 09:00 Moscow Time from 1 May 2019 to 27 September 2021. The dataset includes 238 samples of liquid and solid precipitation, analyzed using a Picarro L2130-i cavity ring-down spectrometer at the Arctic and Antarctic Research Institute (AARI), St. Petersburg. Results are reported in per mil (‰) relative to the VSMOW-SLAP scale, with a measurement precision of 0.04‰ for δ18O and 0.5‰ for δ2H. The data reveal strong seasonal cycles, with higher δ-values in summer and lower in winter. The dataset also includes surface air temperature records and precipitation amount from the nearby Terskol meteorological station for the day of sampling.