How To Catch azelf?

You can get it by going to the lakes and swim to the middle of it and go in the cave after you go to mt cornet and getting either dialga or palkia depending on your version.beat the elite four and go to lake verity then go in the small cavern. if you want the others than go to the other lake caverns

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.