In one of the three lakes.
nope
You can't catch Azelf in Pokemon Heart Gold. Sorry! But you can catch it in Diamond, Pearl or Platinum. Hope this helps!
It doesn't matter.
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.
You can't catch one.It can only be caught in Pokemon Pearl and Diamond
no, you don't have to but I did just for completing the dex
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.
uxie azelf dialga, mespirite, girantina and heetran
use a poke tracker on watch
You can catch Dialga, Uxie, Azelf, and Mesprit
cmplete the game and go to each cave and try to catch them
Dialga, Giratina, Heatran, Mespirit, Uxie, Azelf, Regigigas, Rotom, Cresselia,