We study the dynamical evolution of supermassive black holes, in the late stage of galaxy mergers, from kpc to pc scales. In particular, we capture the formation of the binary, a necessary step before the final coalescence, and trace back the main processes causing the decay of the orbit. We use hydrodynamical simulations of galaxy mergers with different resolutions, from 20 pc down to 1 pc, in order to study the effects of the resolution on our results, remove numerical effects, and assess that resolving the influence radius of the orbiting black hole is a minimum condition to fully capture the formation of the binary. Our simulations include the relevant physical processes, namely star formation, supernova feedback, accretion on to the black holes and the ensuing feedback. We find that, in these mergers, dynamical friction from the smooth stellar component of the nucleus is the main process that drives black holes from kpc to pc scales. Gas does not play a crucial role and even clumps do not induce scattering or perturb the orbits. We compare the time needed for the formation of the binary to analytical predictions and suggest how to apply such analytical formalism to obtain estimates of binary formation times in lower resolution simulations.