Cayenne peppers

Cayenne peppers like well-fertilized soil (although you want to avoid too much nitrogen), so be sure to fertilize before you plant. They also like full sun and moist soil, but not saturated. Soil that is either too dry or too wet may cause yellowing of the plants' leaves.

Pick your peppers. In about 70 to 80 days, you should have some cayenne peppers ready for harvesting. Cayenne peppers are at maturation when they are about 4 to 6 inches long and they break easily from the stem. It is recommended, however, that you cut the peppers rather than pull them off as it causes less damage to the plant. The plant should yield peppers until the autumn frost.

Eve6,
Last year I also had this problem and the recommendations that I could find was to use a solution of 1 tsp epsom salts to 1 quart water and mist this on to the plants. It is also possible that the flowers are not getting fertilized. You can also do this yourself with a small child's paintbrush, just twirl it around inside each flower after opening, I'm not claiming to be an expert but this works for me. I have 3 cayenne plants with 2 dozen peppers on them right now.
Good Luck!

Thank you, If the epson salt does not work I will try the small paint brush. I am having some problems with the tomatoes as well. Seems to not be fertilizing. Thanks Again.