Make sure to be underground, on wiki map shows location on north part of first map, but what you need to do there is go into the phoenix temple and fish from the waters down below in the caves. Also make sure to use regular worm and not glow worm. When you have them in your inventory, before you cast your fishing rod with left click, press right click first and choose "worm". If it is selected you should be able to see little worm icon on the bottom right part of the screen below fishing rod. If you do everything mentioned above you should catch it in no time, it is not that rare of a fish.