Chili Peppers (Capsaicin) The countless varieties of hot peppers we have today began as one small shrub (Capsicum annum), native to tropical regions of the Americas. The chemical capsaicin is what makes a pepper hot. And it’s capsaicin that’s been shown to have an anti-inflammatory effect in your body. Any type of chili pepper, such as cayenne or jalapeno, contains capsaicin. You can use chili peppers fresh or powdered in a wide variety of dishes, including desserts. Supplements containing capsaicin are often mixed with other herbs to create natural anti-inflammatory blends.