In all Mainstream Pokemon Games, there are various Wild Pokemon that will actually be holding items when captured. This is no different in Pokemon Sword & Shield. The odds of a Pokemon having a Wild Hold Item (at least the Pokemon that have the possibility of having one) is very low. Most Wild Hold Items only have about a 5% Chance coming with a captured Wild Pokemon, but there are a few exceptions to this is a handful of Pokemon. Most of the Legacy Pokemon that are found in The Galar Region will also have different Wild Hold Items than in previous games, but a few (such as Pikachu) will continue to have the same as they always have.
Next time you catch a Pokemon in Pokemon Sword & Shield, make sure to double check its Summary Page. Who knows, it might just be holding a free item for you to use on your journey through The Galar Region!
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