You need a dedicated Game Boy Advance emulator designed for the PSP.

Playing on a PSP is a popular way for fans to enjoy retro Nintendo titles on Sony’s classic handheld hardware. Since Pokémon was never officially released for the PSP, this is achieved through homebrew software and emulation . Requirements for Playing

Widely considered the best GBA emulator for PSP. It is stable and offers features like cheat codes and overclocking .

A newer, performance-focused emulator that prioritizes speed for ROM hacks and high-intensity games. Installation Steps

Your PSP needs to be running custom firmware, such as version 6.60 or 6.61 , which can be installed using modern tools like ARK .

To play Pokémon Sapphire, you must first modify your PSP to run unsigned software.