You should be able to use the caption from post_excerpt of the WP_Post object.
$the_imgs = get_custom_field('gallery_img:to_array');
foreach( $the_imgs as $img )
{
list( $url, $width, $height ) = wp_get_attachment_image_src( $img, 'thumbnail' );
$img_post = get_post( $img );
echo '<img src="' . $url . '" width="' . $width . '" height="' . $height . '"> ' . $img_post->post_excerpt . '<br />';
}