There is **no official Pokédex app for PSP** on the PlayStation Store (closed 2021) or via system software. However, you can access Pokédex data on PSP through:
Recommendation: Put **FireRed/LeafGreen/Emerald** on **gpSP (CFW PSP)**. You get the *game* + *integrated Pokédex* + *portability*. Best of all worlds.