The Capsicum genus includes several cultivated species that release complex blends of volatile organic compounds (VOCs) associated with their unique aroma. These VOCs are essential info-chemicals in ecological interactions. In this review, we describe how the volatilomic profiling naturally varies based on specific plant organs and genotypes as well as how non-beneficial organisms affect VOCs biosynthesis and accumulation in pepper plants. Also, we show evidence about VOCs variation under the pressure of different abiotic factors such as water stress, soil type and nutrient availability. The contribution of specific metabolic pathways and gene expression related to the biosynthesis of particular VOCs is addressed. We highlighted the utility of VOCs as chemical markers for quality control in the food industry, breeding programs to generate resistant plants and to improve aroma innovation. Herein we present a database containing 2734 VOCs, revealing 113 as the basic core of the volatilome from five Capsicum species.