Keldeo is a quadrupedal, colt-like Pokémon with a cream-colored body. It has a short, rounded snout with large nostrils and blue eyes. It has a large, feathery red mane, long, dark blue, ridged eyebrow-like protrusions, and a single cream-colored horn that curves slightly. The back of its head, as well as its neck, is covered with fluffy, light blue fur. Keldeo has blue hooves placed backwards, which are capable of ejecting water. Its tail is light blue with white spots and resembles an elaborate feather in a cap.

Long ago, a fire started in the Moor of Icirrus because of a war among people. In this fire, Keldeo was separated from its parents, but together, Cobalion, Terrakion, and Virizion took care of Keldeo. They acted as its parents, and they taught it knowledge and moves for survival. Keldeo eventually grew and even surpassed the three Pokémon. One day, Keldeo took off from the forest with no one knowing why. When the four met again, they taught Keldeo the move Secret Sword. Keldeo was trained by the other members of the Swords of Justice. In Generation V, Sacred Sword was one of its signature moves.

Keldeo tends to cross the world and often appears at beautiful watersides. Keldeo also travels in order to further improve itself through training. It can walk across the water by ejecting water from its hooves.

Forms
Keldeo has two forms: Ordinary Form and Resolute Form.

Upon learning the move Secret Sword, Keldeo transforms from its Ordinary Form into its Resolute Form. The dark blue protrusions on its head become shorter and lighter in color, now resembling ears. Its horn becomes dark blue and grows larger and ridged. On the side of its head are three feathers colored aqua blue, green, and orange.

Keldeo is at its full power when in Resolute Form. It is thought that when Keldeo becomes resolute, its body fills with power and it becomes swifter. Keldeo's jumping capabilities become fast to the point where it is hard to follow. The horn on its forehead is filled with hidden power. The horn can change into a sword that can cut through anything. It is said Keldeo must endure harsh battles in order for the forehead horn to develop, which then awakens its true power.

(Source: Bulbapedia)