Most existing text-video retrieval methods focus on cross-modal matching between the visual content of offline videos and textual query sentences. However, in real scenarios, online videos are frequently accompanied by relevant text information such as titles, tags, and even subtitles, which can be utilized to match textual queries. This inspires us to generate associated captions from offline videos to help with existing text-video retrieval methods. To do so, we propose to use the zero-shot video captioner with knowledge of pre-trained web-scale models (e.g., CLIP and GPT-2) to generate captions for offline videos without any training. Given the captions, one question naturally arises: what can auxiliary captions do for text-video retrieval? In this paper, we present a novel framework Cap4Video, which makes use of captions from three aspects: i) Input data: The video and captions can form new video-caption pairs as data augmentation for training. ii) Feature interaction: We perform feature interaction between video and caption to yield enhanced video representations. iii) Output score: The Query-Caption matching branch can be complementary to the original Query-Video matching branch for text-video retrieval. We conduct thorough ablation studies to demonstrate the effectiveness of our method. Without any post-processing, our Cap4Video achieves state-of-the-art performance on MSR-VTT (51.4%), VATEX (66.6%), MSVD (51.8%), and DiDeMo (52.0%).