What is cayenne pepper? Cayenne pepper is a long, red, pepper related to the jalapeno, paprika, and bell pepper. Extremely hot in taste, cayenne pepper has been used as a spicy seasoning for centuries. However, cayenne pepper is equally revered for its all-around body and health benefits. But for what is cayenne pepper good? Cayenne pepper benefits have shown to help the skin, circulation, the respiratory system, digestion, can be the home remedy to get rid of the cellulite on your thighs and blood sugar levels, explaining why it has been a key ingredient in herbal remedies for centuries.