Staryu are found in the water, but they're not caught with a fishing rod. You'll encounter them by simply walking into the water in certain locations.
Here's where you can find Staryu in Pokemon Sapphire:
* Route 119: This is the most common location to find Staryu.
* Route 120: You might find them here as well.
* Near Slateport City: There are some shallow water areas where you can find Staryu near the city.
Remember, you'll need to use Poké Balls to catch Staryu, not a fishing rod. Good luck!