How can I remove space between picture and caption in template?

I am building a template in Word and do not want to have space between images and captions, like in a newspaper.

My problem is that pictures do not get their own style. Instead they get the standard "Normal" paragraph style that has 8 pt of bottom margin. This is good for text paragraphs, but a picture with a caption is really the same paragraph so they should be together.

Is there a best practice to for removing the margin between pictures and captions? I realize there's a "no spacing" style that can be applied manually to pictures, but that seem like a recipe for inconsistencies because we cannot count on authors to remember to use it.