You can either use the "Capture" move or the shackles item. Personally I've had better luck with the Capture move, but I've had both occasionally fail even when their health is at 0. I can't prove it but it feels to me like the capture chance works similarly to the most popular monster catching series - having extra status debuffs on the opponent seems to help your chances. With a few status effects (poison + bleed + crying) I was able to capture one with over half health.
