We develop an axiomatic approach to the theory of Sobolev spaces on metric measure spaces and we show that this axiomatic construction covers the main known examples (Hajlasz Sobolev spaces, weighted Sobolev spaces, Upper-radients, etc). We then introduce the notion of variational p−capacity and discuss its relation with the geometric properties of the metric space. The notions of p−parabolic and p−hyperbolic spaces are then discussed.