Note below figure

Another option is to use the \caption* command from the caption package:

\documentclass{article}
\usepackage{caption}

\begin{document}

\begin{figure}
\centering
\caption{A figure}
\rule{1cm}{1cm}% placeholder for `\includegraphics`
\caption*{A note}
\end{figure}

\end{document}

If the notes should use separate different formatting than the one used for the captions, a simple definition of a new command using \captionsetup will do the job:

\documentclass{article}
\usepackage{caption}

\newcommand\fnote[1]{\captionsetup{font=small}\caption*{#1}}

\begin{document}

\begin{figure}
\centering
\caption{A figure}
\rule{1cm}{1cm}% placeholder for `\includegraphics`
\fnote{A note}
\label{fig:test}
\end{figure}

\end{document}

The floatrow package offers the \floatfoot macro for notes in addition to a float's \caption.

\documentclass{article}

\usepackage[capposition=top]{floatrow}

\begin{document}

\begin{figure}
% \centering% default with `floatrow`
\rule{1cm}{1cm}% placeholder for `\includegraphics`
\caption{A figure}
\floatfoot{A note}
\end{figure}

\end{document}

Another option:

\begin{figure}
    \centering
    \includegraphics[scale=YOUR_FIGURE_SCALE]{YOUR_FIGURE.pdf}
    \begin{minipage}{YOUR_SPECIFIED_WIDTH}
    \footnotesize
    \emph{YOUR NOTES}
    \end{minipage}
    \caption{YOUR FIGURE CAPTION}
    \label{YOUR_FIGURE_LABEL}
\end{figure}