Pages with Captcha are not cached ? Can we use Ajaxblocks http://drupal.org/project/ajaxblocks

Indeed, pages with a CAPTCHA won't be cached. This is required for CAPTCHA's to work.
Related: #602226: CAPTCHA and page caching, #632742: Caching with Boost, Varnish, ... causes "CAPTCHA validation error: unknown CAPTCHA session ID"

I'm not familiar with Ajax Blocks, but I doubt that module would make it possible to inject content inside a form. I seems it only allows to load separate blocks.

So there is no other possibility ?

There are various alternatives/workarounds:
- use comment forms on a separate pages than your main content (supported by drupal core)
- something like http://drupal.org/project/ajax_comments to load the comment form through AJAX (I haven't tested it myself, so I don't know how good it works).
- use http://drupal.org/project/mollom instead of CAPTCHA

- something like http://drupal.org/project/ajax_comments to load the comment form through AJAX (I haven't tested it myself, so I don't know how good it works).
- use http://drupal.org/project/mollom instead of CAPTCHA

Ajax Comments just hide comment form via JS, but doesn't load comment form separately (You can check this using slow connection - You'll see that while page loading the comment form firstly is shown whole and only after hiding via ajax comments.

Also there're some issues about mollom preventing not spam comments from real users.

I think that http://drupal.org/node/1534462 should have far life.

There is a module "Boost Captcha" - that will allow for loading of the captcha in forms via ajax calls.

I am marking this issue as fixed as the original support question has been answered in the comments above.