The phrase "a caption that said" is correct and usable in written English.
You can use it when referring to a specific caption that was included in an image, video, or text, often to describe what the caption conveyed.
Example: "The photograph featured a caption that said, 'A moment to remember.'"
Alternatives: "a caption reading" or "a caption stating".
The photograph had been exhibited alongside a caption that said Renault had built tanks for the German Army.
Also appearing in the article was Gwyneth Paltrow, a picture of whom carried a caption that said her ghostwriter is Julia Turshen.
The issue also featured a cartoon image of the prophet on its cover and a caption that said "100 lashes if you don't die laughing".
It rained many days, so we ran a picture and a caption that said you could sign up for the swim team.
A large photograph of Ms. Callan ran with a Wall Street Journal article that year, with a caption that said she was known for being "frank" and "fashionable".
The photo soon appeared on his Tumblr page, above a caption that said, "Me, my mom, and my dad — Bonnaroo 2010".
With a caption that says "If they attack, we will smash them in a single blow," the poster shows the red fist of a North Korean sailor splitting an enemy ship.
While that has been a source of anxiety for convention planners and government officials alike, the organizers plan to use a poster with a picture of Mr. Koch and a caption that says: "The Republicans are coming.
Just as cinemagoers have learned to see the implied continuity of time across the quick cuts of a film, without needing a caption that says "meanwhile, back at the ranch", so have readers learned to make a little cognitive jump between sentences.
The 'original version' includes a caption that says "Thank you for your likes!" with the hashtag #2017bestnine at the top.
There's also something called "Picture of the day" shown in the demo video, with a caption that says "the most popular photo from your friends today".
