first get 40 ultra balls from the poke mart or poke market then go to lake acuityfrom there surf to the cave and u will see uxie then save the game then fight against uxie when the level goes down to red keep on throwing the ultra balls till it gets caught.
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before you do anything SAVE! this is so if you don't manage to catch uxie you can still do it again. firstly get its hp down using a Pokemon with good stats. then get a Pokemon with about the same level as uxie (level 50) and use a low lower attack till the uxie's hp is really low. then use whatever type of poke balls you like (i recommend ultra balls and dusk balls) till u have caught it. hope this helped!
you can catch the uxie at acuity lakefront rite by snow point city! :D good luck getting a uxie! i caught him wit a dusk ball! oh wait make sure u hav tons of dusk balls! he is in a little cave. from, Pokemon master123
I used a Master Ball to catch Palkia, but that was before I knew Uxie, Azelf, and Mesprit were legendary. It all depends on the types of the Pokemon or how long you expect the battle to last. For Water-type or Bug-type legendaries, use Net Balls. For long-lasting battles, use a Timer Ball. For cave or night battles, use a Dusk Ball. (I recommend this for the Generation IV legendary trio, Uxie, Azelf, and Mesprit.) For Water-types, use a Dive Ball. (I'm not sure where you get this.) An overall ball to use would be the Ultra Ball.
the next day. make sure you have a master ball or 99 ultra balls.
In Pokémon Diamond and Pearl, you only have one chance to capture Uxie. If Uxie faints or if you run away, then you will not get another chance to capture it. The answer is no.