\caption{\footnote{This is a footnote}}
会出现报错：

Error: ! Argument of \@caption has an extra }.
Error: ! Paragraph ended before \@caption was complete.

这是因为floating object里面需要特殊处理footnote
解决方案为

\begin{figure}[ht!]
    \centering
    \includegraphics[width=0.4\textwidth]{fig.eps} 
    \caption{This caption \protect\footnotemark[5]  \label{this:figure} }
\end{figure}
\footnotetext[5]{Footnote text be placed here, right after}