Don't let it escape
Catching those little things on the map can be very frustrating. Bring a Pokemon with Mean Look or Shadow Tag to prevent it from running away.
Then the best thing you can do is chuck balls at it.
Try different balls
During the night Dusk Balls work best.
You can try a Quick Ball to see if it will catch if from the first turn of the encounter.
Because Entei's Base speed is 100 Fast Balls work 4x more effective than usual.
Master Ball
Fast Balls :
You have a 9.265% chance of capturing it per ball. Thus, you have at least a 50% chance of catching it within 8 balls and at least a 95% chance of catching it within 31 balls
Dusk Balls in the Night :
You have a 7.095% chance of capturing it per ball. Thus, you have at
least a 50% chance of catching it within 10 balls and at least a 95%
chance of catching it within 41 balls.
Ultra Ball :
You have a 4.366% chance of capturing it per ball. Thus, you have at least a 50% chance of catching it within 16 balls and at least a 95% chance of catching it within 68 balls.
Quick Ball (first turn)
You have a 9.265% chance of capturing
Master Ball :
'Hey Entei !'