When you get to Canalave take a boat to Iron Island, go through and you will team up with a guy named Riley who uses a Lucario, beat two Team Galactic grunts in a double battle and afterwards Riley will give you an egg (if you have space in your party for it) The egg will hatch a Riolu, make Riolu happy enough and when you level him up during the daytime he will evolve into Lucario.