The process of capture of a molecular enesemble into rotational resonance in the optical centrifuge is investigated. The adiabaticity and phase space incompressibility are used to find the resonant capture probability in terms of two dimensionless parameters P1,2 characterising the driving strength and the nonlinearity, and related to three characteristic time scales in the problem. The analysis is based on the transformation to action-angle variables and the single resonance approximation, yielding reduction of the three-dimensional rotation problem to one degree of freedom. The analytic results for capture probability are in a good agreement with simulations. The existing experiments satisfy the validity conditions of the theory.