Capsaicin is the molecule that is responsible for the pungency of hot peppers. It stimulates the sympathoadrenal system that mediates the thermogenic and anorexigenic effects of capsaicinoids. Capsaicinoids have been found to accentuate the impact of caloric restriction on body weight loss. Some studies have also shown that capsinoids, the non-pungent analogs of capsaicinoids, increase energy expenditure. Capsaicin supplementation attenuates or even prevents the increase in hunger and decrease in fullness as well as the decrease in energy expenditure and fat oxidation, which normally result from energy restriction. These effects may postpone the occurrence of resistance to lose fat during a weight loss program and facilitate the maintenance of body weight in a postobese state. Evidence also highlights the plausibility of an indirect effect of capsaicin on energy balance via its analgesic effects, which may improve sleep and ultimately facilitate the regulation of energy balance. Although capsaicin intake appears to be a safe practice, further studies will be needed to ascertain the safety of regular long-term consumption. Taken together, these observations reinforce the idea that consumption of capsaicinoids and capsinoids may be helpful to facilitate obesity management.