The present invention relates to the use of at least one caprolactam derivative of formula (I) below: in which: n=0 or 1 m=0 or 1 p=0 to 13 R1 is a linear or branched alkyl radical comprising a number t of carbon atoms of from 1 to 20 subject to the following conditions: (i) when p=0, m=0, (ii) when p=1 and n=1, m=1, (iii) when p=1 and n=0, m=0 and R1 denotes a C2-C20 alkyl radical with the proviso that the sum of p+t is between 3 and 20, in a composition comprising, in a cosmetically acceptable medium, at least one liquid fatty phase and at least one lipophilic active agent, and containing no dibenzoylmethane-type UV screening agent, as a solvent for said active agent in said liquid fatty phase and/or as an agent improving the solubility of said active agent in the solid fatty phase. The present invention also relates to a composition comprising, in a cosmetically acceptable medium, at least one liquid fatty phase, characterized in that it comprises at least one caprolactam derivative of formula (I) as defined above and in that it does not contain a dibenzoylmethane-type UV screening agent.