In addition to the suggestion in the other answer, you can use \glsentryshort instead of \gls in the caption:
\caption{An example \glsentryshort{sample}}
Another option is to use the extension package glossaries-extra which provides commands like \glsfmtshort which are designed to work in captions and section headings. This has the advantage over \glsentryshort in that it includes the font change for styles that set the abbreviation in a particular font. For example:
\documentclass{report}
\usepackage[T1]{fontenc}
\usepackage{glossaries-extra}
\makeglossaries
\setabbreviationstyle[acronym]{long-short-sc}
\newacronym{sample}{short-form}{long-form}
\begin{document}
\listoffigures
\chapter{Sample}
First use: \gls{sample}.
Next use: \gls{sample}.
\begin{figure}
\centering
Insert figure here.
\caption{An example \glsfmtshort{sample}}
\end{figure}
\printglossaries
\end{document}
If you prefer the long form, you can use \glsfmtlong instead, or the full form with \glsfmtfull.
\glsresetallafter\listoffiguresbut beware of nested hyperlinks if you usehyperref. – Nicola Talbot Mar 25 '15 at 11:39notoccitepackage fixes similar problems when using\cites inside of figure captions. You might try it just to see. – Steven B. Segletes Apr 24 '15 at 10:50