Azelf is a greyish-blue, fairy-like Pokémon. It has two long tails encrusted with two red gems. Azelf has a blue face and another red gem on its forehead, it has a cone-shaped head with a large flat helmet extended on its head and yellow cat-like eyes. Azelf is a genderless Pokémon but it has the appearance of a male.
In Pokémon Explorers Of Time/Darkness, Azelf plays the part as the guardian of a Time Gear and to get to him and the time gear, you must turn the crystals to the color of Willpower, which apparently is blue, thus explaining the color on Azelf's head. After the player arrives Azelf's chamber, he appears to be injured because of Grovyle defeated him in the fight. Grovyle was about to get the Time Gear but Azelf's eyes shines yellow and activates the fail-safe trap, his secret ability, so Grovyle can't dive underwater and get the Time Gear. He starts fighting the player, after the fight, Azelf is down and Grovyle knocks the player and his/her partner in one blow but Dusknoir stops him and let him escape using his orb but Grovyle escapes too. So, the guild members pick the player, partner and Azelf to the guild.
In the anime, Azelf has only appeared once so far in Pokémon: Battle Dimension. Ash is taking a walk on the night of the Wallace because he can't sleep. He walks out to Lake Valor and suddenly there is a powerful blast of wind. He looks at the sky which is perfectly cloudless and hears an enormous sound. He looks at the river where there are ripples in the water. A small drops of water spray out and Ash sees a bright light which is in the shape of Azelf. Azelf goes out close to Ash, makes a soft cooing-like sound backs into the center of the lake where a huge waterfall spurts out. When it ends, Azelf is gone, and Ash is rather puzzled. Then the cooing noise fades off in an echo, ripples appear in the water once more, and a large gust of wind.