Landscape caption for a rotated figure in a portrait page

You can save the figure + caption in a box and then rotate the box, or use the sidewaysfigure environment from the rotating package. It puts the figure on its own page. For a small figure you can use the \rotcaption command to rotate the caption.

\documentclass{memoir}
\usepackage{caption}
    \captionsetup{font=small,labelfont=bf}
\usepackage{graphicx}
\usepackage{rotating}

\newsavebox{\savefig}
\begin{document}

Save the figure + caption in a box and rotate
\begin{figure}[htbp]
    \centering
    \savebox{\savefig}{\rule{8cm}{5cm}}
    \rotatebox{90}{%
        \begin{minipage}{\wd\savefig}
            \usebox{\savefig}
            \caption{Rotated saved box}
        \end{minipage}}
\end{figure}

Just rotate the caption
\begin{figure}[htbp]
    \hfill
    \rule{5cm}{8cm}%
    \hspace{\abovecaptionskip}%
    \begin{minipage}[b][8cm][c]{2\baselineskip}
        \rotcaption{Just rotate caption}
    \end{minipage}
    \hfill\mbox{}
\end{figure}

Use the sidewaysfigure environment
\begin{sidewaysfigure}
    \centering
    \rule{15cm}{10cm}
    \caption{A sideways figure}
\end{sidewaysfigure}

\end{document}