Chillies appear in countless cuisines around the world, and are used as much for their flavour as for their heat, particularly in Mexican cooking. Some powders are actually spice blends; “chile” powder and cayenne pepper are generally pure.
Capsaicin is responsible for the heat pungency that can numb the mouth to more subtle flavours.
The latter are best appreciated in milder and/or fresh chillies and are produced by plentiful fruity esters, and less common floral undecanol, grassy aldehydes, and citrusy limonene. Drying and smoking chillies creates new flavour compounds, notably earthy, toasty pyrazines and nutty, bread-like furfural.