How do you find azelf in Pokemon Diamond?

After visiting the Spear Pillar, go to Lake Valor and in the cave you should find Azelf. Bring a Pokemon along that has the move Mean Look so the Azelf cannot escape because they will try to teleport away. You probably will have to try multiple times to catch it if you don't have a Master Ball.

If you have gone to Lake Valor and failed to catch it...Look on your Poketech and find the app Berry Finder. Then you must chase the Azelf down...it's easier if you just use Mean Look at Lake Valor because it's really hard to find the Azelf after losing it once.