Lazo, a German national, was previously the chief commercial officer for Areva in France.
Vestas said that Lazo's 30 years of experience in industry, including in Brazil, will help to make the country play a "strategic role" in the manufacturer's growth.
He will take up the position on 1 April.
Vestas first installed turbines in Brazil in 2000 and opened an office there in 2008. As of the end of 2013, Vestas has installed turbines with a capacity of 626MW in the country and employs 101 people across eight locations.
Brazil, as with the rest of Latin America, had previously fallen under the Mediterranean region, with Marco Graziano in charge.