How do you catch treasure demons in this game?

[Zeyo]

I run up to them, and they sprint away at 3 times my speed before disappearing into a wall. I sneak up to them, and they instantly disappear when I get close. Is there something I'm missing?

[Wolfherz]

You have to be directly behind them at a distance before you approach them. If you are at any sort of angle they'll run before you have a chance. Even then you have to run at their back straight and quick or they'll notice you. You get a feel for it, but there's always a chance you aren't lined up properly and they'll notice you.

[1337Walrus]

Even if you catch them it's still just a roll of the dice to see if you get an action before they flee. Grinding a persona's agility up to 99 might help but I'm not at the point where I can do that yet.

[Blair Fujin]

tip: put your party members into seeking shadows mode and they'll usually catch it for you