I use GTK here and works fine with this code:
MyCapture:=TBitMap.Create(application);
MyCapture.SetSize(ClientWidth,ClientHeight);
MyCapture.canvas.FillRect(0,0,ClientWidth,ClientHeight);
self.PaintTo(MyCapture.canvas,0,0);
MyCapture.SaveToFile('/home/bylaardt/MyFormImage.bmp');
MyCapture.free;
felipemdc's code woks too.