We here describe a method for caption extraction that totally works in the MPEG compressed domain. As opposed to other compressed domain methods; it does not need to refine their results in the pixel domain. It consists of two phases: first, a selection of candidate frames with captions, based on a rigorous statistical design of an AC coefficients mask; second, an extraction of caption boxes from the pre-selected set of candidate frames. Caption extraction relies on a model-based approach to obtaining the caption mask, robust enough to avoid the use of any subsequent refinement.