Wrap a post image with a div if it doesn’t have a caption

You could try with

if(is_admin()){

  add_filter('image_send_to_editor', 'wrap_my_div', 10, 8);

  function wrap_my_div($html, $id, $caption, $title, $align, $url, $size, $alt) {
     if( isset($caption) && $caption )
       return $html;
     else
       return '<div class="mydiv" id="mydiv-'.$id.'">'.$html.'</div>';
  }
}