Azelf is a small, gray-blue, fairy-like Pokémon. It has two tails that each have a red jewel on them. These are, presumably, two of the jewels which complement the Red Chain. Azelf has a partially cyan face with another red gem encrusted into its forehead. Azelf has a cone-shaped head with elf ear-like protrusions on each side. Its spirit can leave its body without dying, and can return to the body at will. It can control an individual's will or enter the body of an individual. Legends say that if Azelf is harmed, it can cause humans to lose all will inside of them, making them completely immobile for all eternity. It was shown in The Needs of the Three! and The Battle Finale of Legend! that it can teleport itself, as well as other Pokémon and humans. Azelf can be very cautious around people and Pokémon. However, if threatened, it will reveal its bold side.
In the Diamond & Pearl chapter, Azelf was to be captured as part of Team Galactic's plans. Commander Saturn led the operation to capture Azelf, and succeeded; despite the resistance of Pearl. Azelf connected with Pearl the most, as he had great determination; Pearl had been at the center of Lake Valor and saw Azelf on his last visit there. It first appeared in Tackling Tangrowth.
In the Pokémon Diamond and Pearl Adventure! manga
Along with Uxie and Mesprit, Azelf was captured by Team Galactic to create the Red Chain so that they can control the legendary Dialga. It was eventually freed and helped stop Dialga by breaking the Red Chain. It first appeared in The Legendary Pokémon, Captured.
In the Pokémon Mystery Dungeon: Blazing Exploration Team manga
A Willpower Pokémon. Born from the same Egg as Uxie and Mesprit, this Pokémon maintains the balance of things in the world from the bottom of Lake Valor. Some say that anyone who injures it will become unable to perform any kind of action after seven days. It wields many strong attacks, like the devastating Last Resort. It can also protect itself from sleep attacks with Uproar.
Azelf appears to be a pixie or a fairy, although its Japanese name suggests that it is a gnome. Azelf and the rest of the trio could possibly have originated from the Imperial Regalia of Japan, which are also called the Three Sacred Treasures. Azelf would be the Kusanagi, which embodies valor.
Azelf may be a combination of azure or us and elf. It could also be a corruption of self.