This Yanmega is a Bug/Flying-type Pokémon owned by Jessie.
Jessie caught Yanmega as a Yanma, just as another trainer was about to capture it for himself. Jessie and James then sent her to Giovanni for evaluation but it was sent back as Giovanni had just received a shipment of Yanma. Jessie decided to keep Yanma and later in that episode Yanma evolved during a battle between Ash and his friends. Since then Jessie used Yanmega in contests and battles but had to leave her at Team Rocket Headquarters when they went to Unova.