Voici, avec une minipage et `\captionof`:
\documentclass[french]{article}
\usepackage{babel}
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage{graphicx}
\usepackage{caption}
\begin{document}
\centering\rotatebox{60}{\captionsetup{font = small}
\begin{minipage}{100mm}\includegraphics[width = 100 mm, keepaspectratio = true]{cahier}\\\captionof{figure}{Meret Oppenheim : Le cahier d’une écolière}
\end{minipage}}%
\end{document}
![alt text][1]
[1]: http://texnique.fr:80/osqa/upfiles/image-captioninclinees_VK4QRaM.png<img src="/upfiles/image-captioninclinees_VK4QRaM.png" style="width: 100%;"/>
