Caption problem

Hello! I’ve looked and looked and couldn’t find a correct solution for my problem with Captions:

When i add an image with caption on a page/post (through the Media button) it is created like this in the editor:

[caption id="attachment_3707" align="alignleft" width="300"]<a href=".../wp-content/uploads/2013/03/training_graph.png"><img class="size-medium wp-image-3707" alt="Training Graph" src=".../wp-content/uploads/2013/03/training_graph-300x189.png" width="300" height="189" /></a> Training Graph[/caption]

I read that this is not how it should be created.
In the editor the caption is aligning as normal below the image, however when i see the live page, the caption text is outside the DIV, ending like this:

...<p class="wp-caption-text"></p></div> Training Graph<p></p>

So even the DIV is closing and messing up the template. Then the caption text appears just like any other paragraph of text.

How can this be?
When i switch to a default theme it looks ok. But on my custom theme i have nothing set up to show captions like this and i’m using the latest WP version (3.5.1). I also want to avoid adjusting each [caption] tag individually…

Does anyone know what the problem might be?

Thanks in advance!
Mike