Christmas azaleas are forced dwarf azaleas and hybrids derived mainly from two small Asian species. They do well in a cool greenhouse, but could be planted permanently outdoors only in the very mildest winter areas.
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Still the Christmas plants are certainly worth keeping. Take off the dead flower heads as the blooms fade and water them with soft water – rainwater in hard-water areas. Feed them about once a fortnight with a standard house plant liquid fertiliser. Once the danger of frost has passed, bury the pots up to their rims in peat in a cool part of the garden. Keep feeding them until they are brought indoors again in early autumn.
If you have a greenhouse, put the azaleas into that for a while instead in autumn. Leave them there until the flower buds swell – and bring them into the house then.