PokéBase - Pokémon Q&A
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Fishing chains are when you constantly fish with one of the Rod items. The more fish you get in a row, the higher your chance of finding a Shiny Pokemon becomes. The following things will break your chain:

  • Moving from your position. Once you start chain fishing do not move anywhere or your chain will be broken.
  • Pulling in the rod too early or too late.
  • Not getting a Pokemon on your rod. This happens naturally and is almost inevitable. However, if you lead your party with a Pokemon with the ability Suction Cups, you are guaranteed to get a Pokemon on your Rod, eliminating this from the list of things that could break your chain.

What you do in battles does not effect your chain; whether you catch the Pokemon, defeat it or run from it, the chain continues.

I also find that accessing a menu in the overworld breaks your chain, though this may be coincidental.

More on chain fishing

OK thanks again
It doesn't matter run kill it capture it really doesn't matter and I won't break your chain. So don't worry. Getting good at it will take time.
I have a question about it. If you close your 3ds system at any time during your chain will it break?
@Charizard: No problem.
@Carebears: I am not 100% sure about this. Though I am quite doubtful that going into Sleep Mode would end your chain as it hasn't been proven to do so and I see no reason why it would.
I was just wondering cause some sites say it is unknown and to avoid it and others don't say anything about it at all.

Thank you you really helped a lot!