UPD

telebot/__init__.py

@@ -2132,7 +2132,7 @@ class TeleBot:
         parse_mode = self.parse_mode if (parse_mode is None) else parse_mode
 
         result = apihelper.edit_message_caption(self.token, caption, chat_id, message_id, inline_message_id,
-                                                parse_mode, reply_markup)
+                                                parse_mode, caption_entities, reply_markup)
         if type(result) == bool:
             return result
         return types.Message.de_json(result)

telebot/apihelper.py

@@ -1135,7 +1135,7 @@ def edit_message_caption(token, caption, chat_id=None, message_id=None, inline_m
     if parse_mode:
         payload['parse_mode'] = parse_mode
     if caption_entities:
-        payload['caption_entities'] = caption_entities
+        payload['caption_entities'] = json.dumps(types.MessageEntity.to_list_of_dicts(caption_entities))
     if reply_markup:
         payload['reply_markup'] = _convert_markup(reply_markup)
     return _make_request(token, method_url, params=payload, method='post')