A suitable method based on headspace solid-phase microextraction (HS-SPME), comprehensive two-dimensional gas chromatography, with a time-of-flight mass spectrometry detector (GC × GC-TOFMS) and a chemometric approach was used aimed at the investigation of the volatile fraction of Brazilian Capsicum peppers: malagueta (C. frutescens), dedo-de-moça (C. baccatum) and murupi (C. chinense). A total of 184 volatiles compounds were identified in the three pepper samples and 123 of these compounds were described in Brazilian peppers for the first time. In addition, during Brazilian chili pepper maturation, as the maturation time increases, it was noted that the majority of volatile compounds responsible for green odor notes disappeared being replaced by others with fruity notes. Chemometric analysis (PCA) was able to separate samples according to their constituents, where malagueta was characterized by branched esters, murupi by terpenes and dedo-de-moça by the presence of aldehydes and terpenes.