Keldeo first appeared in a grassy plain, where it trained with Virizion. By listening to the voice of the grass, Keldeo managed to get Virizion out of its hiding place. Pleased with Keldeo's progress, Virizion forced Keldeo to chase after it. Keldeo and Virizion ended up by a lake, where Virizion summoned its Sacred Sword technique and prepared to face Keldeo. Keldeo tried to summon its own sword to counter Virizion, but was unable to and instead used its horn to clash with it.
Later, Keldeo trained with Terrakion in a mountainous area. Although Terrakion proved to be powerful, Keldeo managed to be much faster than it and used its speed to land a blow in. This caused a rock to fall on Terrakion, who simply shrugged it off and destroyed the rock with Sacred Sword. The two Pokémon then clashed at each other with their swords.
Some time after that, Keldeo trained with Cobalion in a forest area during a storm. Despite Cobalion warning Keldeo that the storm would get worse, Keldeo simply ignored it and continued running through the area. After Keldeo nearly got hurt by a felled tree, Cobalion called Keldeo reckless. Keldeo took offense to this statement and immediately denied it. During their fight, Keldeo demanded to know when it would be allowed to battle Kyurem. Cobalion didn't answer, and instead faced Keldeo with its Sacred Sword. The two Pokémon then shared a clash between their weapons.
Keldeo seeing his broken horn
Later, Keldeo overheard a conversation between the Swords of Justice about whether or not Keldeo was ready enough to face Kyurem in battle. While Terrakion believed it was and Virizion was unsure, Cobalion stated that Keldeo was not ready yet. Keldeo tried to convince Cobalion otherwise, but to no avail. Later that night, when the Swords of Justice were asleep, Keldeo snuck out to face Kyurem. Keldeo traveled to Full Court, where it announced to Kyurem that it is a Sword of Justice and that it intended to face Kyurem in battle. After stepping into the gate created by Kyurem, Keldeo faced it in battle. When the Swords of Justice found out Keldeo had gone and entered the mines to stop it, they found that they had arrived too late.
Despite Keldeo's best efforts, Kyurem proved to be far too powerful for Keldeo to handle, as none of Keldeo's attacks seemed to hurt it. The battle soon escalated with Kyurem breaking off Keldeo's horn, and the Colt Pokémon became terrified by its powerful foe. Terrakion tried to stop the fight, but Cobalion stopped Terrakion from interfering with the fight. This annoyed Kyurem, who transformed into White Kyurem to freeze the Swords of Justice solid. Seeing its friends frozen in ice, Keldeo was overcome with more fear and ran away. Angered that its opponent would run away rather than fight, Kyurem chased after Keldeo with its Cryogonal allies.
Later, an injured Keldeo ended up near the Windy Station where it was found by Ash and his friends on a train heading towards Roshan City. Due to still being shaken up and injured from the battle, Keldeo tried to escape again but collapsed from its injuries. Kyurem quickly arrived on the train and began to attack Keldeo once more. Ash and the others were saved when the train went through a tunnel, forcing Kyurem to jump off. Later, they took Keldeo to the Roshan City Pokémon Center so that it could be healed. After being healed, Keldeo revealed to Ash and his friends about what had happened to it. Sympathizing with Keldeo, Ash and his friends decided to help it face Kyurem in battle and rescue the Swords of Justice. When they headed off again, Kyurem suddenly appeared and began attacking again. Using Hydro Pump to fly in the air, Keldeo, Ash, and Pikachu managed to escape from the Cryogonal that Kyurem sent to attack.
They managed to escape, and eventually ended up in a museum for old vehicles. Iris and Cilan decided to use the vehicles to distract Kyurem and the Cryogonal long enough for Ash and Keldeo to escape and make it to Full Court. As Ash and Keldeo traveled to Full Court, Keldeo asked why Ash was helping it. Ash simply replied that they were friends. They soon reached Full Court where Kyurem now had returned to, which caused Keldeo to shake in fear after remembering its earlier defeat. Ash, realizing that Keldeo was too scared to continue, decided to go and rescue the Swords of Justice with Pikachu instead. While Ash and his Pokémon worked to free the Swords of Justice from the ice, Kyurem came back and began attacking him. This gave Keldeo the courage to stand up and fight.
Keldeo after being defeated by Kyurem
Keldeo revealed to Kyurem that it wasn't a Sword of Justice and was only training to be one. Kyurem replied that it knew that Keldeo was lying the entire time, and simply created another gate for Keldeo to step through. Although scared, some words of encouragement from Ash and memories of its training with the Swords of Justice gave Keldeo the courage to pass through the gate. Realizing that it had never been alone, Keldeo transformed into its Resolute Form and faced Kyurem a second time.
The transformation allowed Keldeo to use its true strength and gave it the move Secret Sword, making Keldeo a match for Kyurem's power. The battle did intense damage to Full Court, which eventually caused the ice holding the Swords of Justice to break, freeing them in the process. However, a stray attack forced Keldeo to jump in the way to save its friends. Although it succeeded, Keldeo became far too injured to continue battling, making Kyurem the victor.
Although Keldeo admitted defeat, Kyurem spared Keldeo for choosing to save its friends instead of continuing the fight. Surprised at Kyurem's praise, Keldeo reverted back into its Ordinary Form. Cobalion and the other Swords of Justice praised Keldeo as well for finally learning the true weight of its sword. Suddenly, Full Court began collapsing because of the strain it took from the battle earlier. Keldeo, the Swords of Justice, and Ash and his friends managed to escape in time, while Kyurem used its powers to freeze the collapsing mine and created an ice castle to live in. With everyone safe, Cobalion called Keldeo a true Sword of Justice. After transforming back into its Resolute Form, Keldeo recited the Swords of Justice oath with its teammates. During the ending credits, Keldeo bade farewell to Ash and his friends, and later joined the other Swords of Justice in a rescue mission involving a forest fire.