When you make a screen capture in macOS in Mojave or Catalina, a tiny thumbnail appears in the bottom-right corner of the screen for a few seconds. Click it, and a small editing suite appears that lets you modify what you captured or delete the image or images before they’re saved. (We have a complete guide to using this markup tool.)
If you don’t want that thumbnail, however, you have to know exactly where to change the setting. It’s not found in any System Preferences pane, and Mojave did away with Grab, the former standalone screen-capture utility built into macOS.
Instead, you have to invoke a screen-capture mode to change associated settings. You can either press Command-Shift-5 or launch Applications > Utilities > Screenshot, the not-quite-an-app that replaced Grab.

Deselect the floating option.
Click the Options button and deselect Show Floating Thumbnail. That’s it! You can also change the default location for saving images and set a delay for screen captures and video captures.
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