When you take a screenshot you create an exact visual copy of another person's work and therefore you are required to cite the source of your image. If your screenshot is of a website, an online publication, software, or video game, cite the source as you would cite it for other content with an additional notation “screenshot by author." If you are using a preexisting screenshot from a blog or article, cite the original source as you do for other images.
Example of MLA style figure caption for screenshot taken from a website:
Fig 1. Screenshot of an urban scene taken by Duncan Harris from the video game Mirror’s Edge Catalyst, Electronic Arts, 2016. Harris, Duncan, "Glass Ensemble,” Dead End Thrills, barbarella.deadendthrills.com/imagestore/DET3/mirrorsedgecatalyst/large/glassensemble.png.