You may try the trick as sited here:
https://www.ghacks.net/2013/04/19/how-to-change-microsoft-paints-default-save-type/
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I'd like to capture screenshot on jpeg,
I've using win+prtsc key to capture, but it only saves as png.
But there is no known way at least on google to capture as jpeg, but only ways to convert png to jpeg.
Though I thought this forum has the answer.
You may try the trick as sited here:
https://www.ghacks.net/2013/04/19/how-to-change-microsoft-paints-default-save-type/