You can try the getfiledate package and its \getfiledate command -- backdraw: You have to use specifiy the filename twice this way and it's using a minipage
\documentclass[11pt]{article}
\usepackage{graphicx}
\usepackage{getfiledate}
\begin{document}
\begin{figure*}[ht]
\includegraphics[scale=0.5]{schroedinger}
\caption{Illustration made on \getfiledate[putprefix=false,separator={},head=0pt,foot=0pt]{schroedinger.pdf}}
\label{test}
\caption{Illustration made on \getfiledate{schroedinger.pdf}}\label{erwin}
\end{figure*}
\end{document}
Here's an other way with filemod package, but it's not working with xelatex :-(
\documentclass[11pt]{article}
\usepackage{graphicx}
\usepackage{filemod}
\begin{document}
\begin{figure*}[ht]
\includegraphics[scale=0.5]{schroedinger}
\caption{Illustration made on \filemodprintdate{schroedinger.pdf}}
\end{figure*}
\end{document}

\labelshould be after\caption? ;-) Are you using Linux, perhaps it's possible with a shell-escape – Nov 15 '15 at 10:50