I am hosting a Jekyll Blog on Github and write my posts with Markdown. When I am adding images, I do it the following way:
![name of the image](http://link.com/ima
A slight riff on the top voted answer that I found to be a little more explicit is to use the jekyll syntax for adding a class to something and then style it that way.
So in the post you would have:
![My image](/images/my-image.png)
{:.image-caption}
*The caption for my image*
And then in your CSS file you can do something like this:
.image-caption {
text-align: center;
font-size: .8rem;
color: light-grey;
Comes out looking good!