I looked on its pokedex entry in-game and it said Route 6. But the symbol for what method to find one (grass, fishing, etc.) was one I haven't seen before. So how can you get one?
You have to wait for the bushes to move, when you pass by them, a figure will attack your character and then it will reveal the Pokemon, I encountered a Venipede like that in route 6 just like you said! So just wait till' a bush moves and then pass by it and you might encounter a Venipede!
Sometimes it's an Audino and sometimes it's a Venipede.
Hope that helped!