This achievement is for capturing the Arrowhead gekko, a bright blue lizard with a triangular head. I found it in area 10 of the rotten vale near one of the crimson fruit plants, during the day (thanks Wildtreecko297 for pointing that out). I have also found them in the ancient forest and coral highlands multiple times during normal questing, day and night. They sometimes run away but they don't seem to disappear anywhere, so it should be an easy capture :)
Rotten Vale:
Ancient Forest: