Game LocationsCurrently, Fennekin is only available in the following games: X & Y, Omega Ruby & Alpha Sapphire, and Sun & Moon. Fennekin is not available in games that came before these.
Fennekin is most obviously the easiest to obtain in X & Y. It is an option as a starter Pokemon. As another bonus, if you choose Froakie at the beginning, Shauna will gift you with a Fennekin after becoming the champion. You can also trade with other players in order to receive a Fennekin. A third way to obtain a Fennekin in X & Y is through breeding. If you have a friend in the friend safari with a fire safari, it's possible to catch a Braixen. Braixen could then be used to breed your own baby Fennekin.
The only way to receive Fennekin in Omega Ruby & Alpha Sapphire is through trade with your X & Y game. There was an event back in 2015 during which you could receive Serena's Fennekin, but this event has long ended. Trade is now the only option, and breeding is possible if traded a Delphox or Braixen.
The only way to receive a Fennekin in Sun & Moon is through the use of the PokeBank. It is not currently possible to trade with X & Y or Omega Ruby & Alpha Sapphire. You will have to have a Fennekin in one of those games, and then transfer it to the PokeBank. Only then can you retrieve it using Sun and Moon. This option was unavailable at the launch of the game, but then an update was made in 2017 to allow PokeBank to work with Sun & Moon.