On Pokemon platinum you don't even have to beat the elite 4, but it probably helps to have higher level Pokemon. You want to have one weak Pokemon just to get it down to minimum health and then catch it. Also make sure that you have LOADS of ultra balls or dusk balls.
You have to go to Lake Valor (south of Veilstone City) for Azelf. Azelf is a lot harder to catch than Uxie. I would recommend you to use Ultra balls. Keep Azelf's health as low as possible to throw Ultra Balls.
In Pokémon Omega Ruby and Alpha Sapphire you can find Azelf in the Nameles Cavern which be found near Sootopolis City however you need three Pokémon with maximum happiness in your party and then once on the island you will come across a dark portral and you can interact with it and one of the three Pixies of Sinnoh will appear from it however which Pixie it is will depend on the specific game time, Azelf will come out between 9 PM and 3:59 AM.
azelf is at route 23
You can't catch Azelf in Pokemon Heart Gold. Sorry! But you can catch it in Diamond, Pearl or Platinum. Hope this helps!
After you catch dialga you go to Valor Lake and use surf across it. Then you go in the cavern and azelf in inside it.
the way you catch azelf mesprit and uxie.
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you have to go to lake verity cavern and catch it.
Azelf is found in the Sinnoh Region, in one of the three caves in the middle of the three lakes. (Pokemon Diamond and Pearl). You can catch azelf after you catch the Pokemon Dialga or Palkia. It depends on the type of Pokemon game you have Pearl for Palkia and Diamond for Dialga.It would be best to catch Azelf with an Ultra ball. But if you havent used your master ball yet u can catch Azelf with that. Use Kricketune's false swipe, the use luxray's thunderwave to paralyze it. It took about 10 dusk balls.
In one of the three lakes.
nope
catch a azelf and rome around
YOU CAN CATCH HIM IN LAKE VALOR.BUT YOU HAVE TO CATCH YOUR REGION POKEMON.(PALKIA OR DIALGA).THEN YOU TRAVEL TO LAKE VALOR AND YOU WILL SEE A CAVERN.THEN YOU WILL SEE AZELF IN THE MIDDLE. JTROTTER1295
When you catch dialga/palkia or defeat them, you can catch azelf and uxie in the lakes.Mespirit will flee so you gotta get a poketech radar to track it down.