Bjelica was the head coach of Lustenau 07 from March to December 2009, as well as of WAC St. Andrä from May 2010 to June 2013. Bjelica moved to Austria Wien on 17 June 2013 as their new head coach, and qualified for the 2013–14 UEFA Champions League group stage, defeating the Croatian champion Dinamo Zagreb in the last round of qualification, with the club. Bjelica was sacked on 16 February 2014. As Austria Wien failed to qualify for the UEFA Europa League nonetheless at the end of the season, his contract expired.