Delphox is a relatively tall bipedal Pokémon resembling a fox. It is covered in a coat of fur that resembles a robe; this "robe" is primarily dark red, with red-orange, flame-like markings near its knees, as well as a thin tuft of white fur on its torso, flanked by yellow fur draping down from its shoulders. It has three tufts of red-orange fur protruding out of each ear. Its forearms feature long red fur resembling sleeves, and its hands and feet are dark gray with three clawed fingers and toes, respectively. A tail covered in yellow fur protrudes from its "robe". When its mouth is open, two pointed teeth can be seen on its upper jaw.
Delphox carries a stick that it uses like a magic wand; when in use, the tip is set alight, and when not in use, the stick is hidden away in its sleeve-like fur. Delphox gazes into the flame at the tip of its "wand" to achieve a focused state of mind that allows it to see into the future. It can use its psychic power to ensnare its enemies in a fiery vortex capable of reaching 5,400 degrees Fahrenheit. Prior to Omega Ruby and Alpha Sapphire, Delphox was the only known Pokémon capable of learning Mystical Fire.
Delphox is based on a fox, likely the fennec fox. It is also likely based on kitsune-mochi, witches in Japanese folklore who inherit their magical powers from foxes. Delphox's robe-like fur and use of a wand-like branch likely derive from mages, while its prophetic abilities may derive from oracles.