They wont come to you, you will have to go to them. Knights, should rush up to them and attack with full power, since they are weak to physical attacks.
Low level Mages, should try fighting them with a Stealth Ring. You can kill Fire Devils fairly easily with ice attacks, but if you have no ice attacks then death attacks should be your next choice, as they have less resistance to death than to other elements. Magic Shield may also be helpful.
If you are a Paladin with skills of 40 or higher and some healing potions, it should be easy for you to kill Fire Devils, if you are using a shield you can try to trap them, this way they will use their melee and do less distance attacks.