To change to a new font, specify a new TFont object. To modify a font, change the value of the Charset, Color, Height, Name , Pitch, Size, or Style of the TFont object. 

Note: Changing the font color of the Caption is not supported for some controls (such as TButton). In most cases, there is an alternate control you can use whose Font property will change the color of the caption or text (such as TBitBtn or TSpeedButton). 

TJSCaptionControl Properties