\documentclass{article}
\usepackage{float}
\floatstyle{boxed}
\usepackage{hyperref}
\restylefloat*{figure}
% \usepackage[figure]{hypcap}
\begin{document}
\listoffigures
\section{Hello World}
\begin{figure}
Some text.
\caption{First caption}
% \capstart
Text between
\caption{Second caption}
\end{figure}
\end{document}