There is no special pokebals for cathing wailmer. But net balls works quite well since wailmer is a water pokemon.
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In Dewford Town, you can use your super rod to catch a level 20 - 45 Wailmer. In Lilycove City, you can use your super rod to catch a level 25 - 45 Wailmer.
Dive ball.
you use a pokeball
Any pokeball will work but an ultra ball is probably best.
an ultra ball