Cayenne peppers are great for cooking and contain several beneficial nutrients. Cayenne peppers are a type of chili pepper. But they taste very different. While both of these spices contain #capsaicin, the substance in hot peppers that makes your mouth burn, cayenne pepper usually packs a bigger punch. #Cayenne pepper contains vitamins and minerals that provide many health benefits. Cayenne pepper is low in fat and carbohydrates and contains vitamins A, C, K, and E. Many of these vitamins have antioxidant properties that strengthen your health.