First need to create a model relationship lets assume that a user registration form and for each and every user has a profile.so there is one to one relationship between user model and profile model.

<?php
class User extends AppModel {
    var $name = 'User';
    var $validate = array(
        'name' => array(
            'notempty' => array(
                'rule' => array('notempty')
            ),
        ),
    );

    var $hasOne = array(
        'Profile' => array(
            'className' => 'Profile',
            'foreignKey' => 'user_id',
            'dependent' => false
        )
    );

}

<?php
class Profile extends AppModel {
    var $name = 'Profile';
    var $validate = array(
        'first&#95;name' => array(
            'notempty' => array(
                'rule' => array('notempty')
            ),
        ),
        'user&#95;id' => array(
            'numeric' => array(
                'rule' => array('numeric')
            ),
        ),
    );

    var $belongsTo = array(
        'User' => array(
            'className' => 'User',
            'foreignKey' => 'user_id'
        )
    );
}

Next step is to create a form with all user profile fields.

<?php echo $this->Form->create('Profile');?>
    <?php
        echo $this->Form->input('User.name');
        echo $this->Form->input('first_name');     
    ?>
<?php echo $this->Form->end(__('Submit', true));?>

Now Next is to use SaveAll() function to save the profile data.As we are working with associated models we will use SaveAll()

function add() {
        if (!empty($this->data)) {
            $this->Profile->create();

            unset($this->Profile->validate['user_id']);
            if ($this->Profile->saveAll($this->data)) {
                $this->Session->setFlash(__('The profile has been saved', true));
                $this->redirect(array('action' => 'index'));
            } else {
                $this->Session->setFlash(__('The profile could not be saved. Please, try again.', true));
            }
        }      
    }

So Now the form will automatically show the error for both user and profile fields if you try to create profile with empty data.