Since axolotls are critically endangered in the wild, it takes a special permit to import/export them in and out of Canada. Obviously, it’s also illegal to catch them in the wild (assuming there are any left!) But luckily for the survival of the species, there are no laws against breeding them in captivity. Selling, buying and owning axolotls is also legal through most of Canada — the notable exceptions are British Columbia and Prince-Edward-Island, due to BC’s erroneous classification of axolotls as wildlife, and PEI’s blanket prohibition of all amphibians (and erroneous perception of axolotls as tiger salamanders, which are a different genus!) If you live in those areas, I urge you to get involved in local politics! ; )
Aside from this, you should check your city’s regulations before purchasing an axolotl. Some cities have weird pet regulations. Luckily, here in Montréal, all non-poisonous amphibians are allowed. Strangely enough, we need a permit to keep a cat or a dog!