Its not Azelf its Mesprit that flees and you get it by using the Pokemon tracker app and you wil need a Pokemon with mean look so Mesprit does not flee.
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The Pokemon in there is a Legendary Pokemon named Azelf. So good luck catching her/him. -Camille
In order to find the 3 Legendary Pokémon in Pokémon Pearl which are likely Mesprit, Azelf and Uxie, first you have to free them from their traps in the Team Galactic Veilstone Building. Once that has been done, you can find Uxie in its cavern in Lake Acuity. Azelf can be found in its cavern in Lake Valor. You will find Mesprit in its cavern in Lake Verity however as soon as you interact with Mesprit, it will fly off and it will begin to roam around the entire Sinnoh region. Helpful recommendations for battling Azelf and Uxie in order to catch them is first make sure to save your game before interacting with them in order to start the battle with them because they cannot regenerate once you knock them out. Additionally any Poké Ball will work on them but Dusk Balls are recommended due to battling them inside of a cave.
Azelf is a legendary Pokemon.
If you knock out Azelf in Pokemon Diamond, Azelf will be gone forever (unless you have saved before battling Azelf and shut off the game and turn it back on to try again).
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