Cayenne pepper is a type of Capsicum annuum, a moderately hot chili pepper.
Chili peppers, from Nahuatl chīlli, is the fruit of plants from the genus Capsicum. They're used in dishes to add heat or spice. There are many varieties of chili peppers, ranging in shape and color from white, yellow, red or purple to black.
The 5 domesticated species are Capsicum annuum(bell peppers, cayenne etc), Capsicum frutescens (tabasco, thai etc), Capsicum chinense (habanero, naga etc), Capsicum pubescens (rocoto) and Capsicum babbactum (aji). The substances that give chili peppers their pungency (spicy heat) when ingested or applied topically are capsaicin. The quantity of capsaicin varies by variety, and on growing conditions. The intensity of the "heat" of chili peppers is commonly reported in Scoville heat units (SHU).