Cayenne pepper is a hot chili in the Capsicum family. People frequently use it to enhance the flavor of savory dishes, and nutrients in the pepper may provide health benefits. It contains cryptoxanthin, a source of vitamin A. Caynee Pepper also is rich in antioxidants, which can reduce build up of substances in the body. Cayenne pepper benefits are plentiful. It contains vitamin C, vitamin B6, vitamin E, potassium, manganese and flavonoids, which provide its powerful antioxidant properties.