Nematocysts are found in

Nematocysts are found in coelenterate.

Nematocysts are specialized stinging cell organelles that contain poison. It stings the prey and deliver the poison by a thread-like tube in the prey to capture it or to protect themselves. They are found in specialized cells called as cnidocytes or cnidoblasts. They are specific to the phylum Coelenterate. Coelenterates are multicellular aquatic animals that live in colonies and are typically marine. 

The phylum Porifera, Annelida, and Nematoda do not possess nematocysts.