Formatting caption background in ms word 2016

Captions in Word behave in one of two different ways:

1. If you insert a caption to an inline graphic, it is inserted in an ordinary text paragraph, which of course has the same background as the rest of the text.
2. If you insert a caption to a wrapped graphic, the caption is inserted in a text box, and the fill color for the text box will be the default fill color.

Since you seem to be experiencing the latter situation, you have two options. The preferable option is to insert graphics In Line With Text whenever possible and thereby avoid captions in text boxes. If you must have a caption in a text box, you can select the text box and change its fill color. If you won't be creating any other drawing objects, you can set that as the default fill color.

To change the fill color, use the Shape Fill dropdown in the Shape Styles group on the contextual Drawing Tools | Format tab. To set this as the default, right-click on the text box and click Set as Default Text Box.

Note, however, if you are creating a document to be printed, that, by default, page color does not print, while the text box fill color will print. To print the page background (a huge waste of ink/toner), go to File | Options | Display: Printing options and check the box for "Print background colors and images." There is no way to suppress printing the fill color of the text box; you can only suppress printing of the text box itself ("Print drawings created in Word").