"peppers contain an irritant substance known as capsaicin, which can be irritating to the skin, eyes, nose, and gastrointestinal tract."
http://www.aspca.org/pet-care/ask-th...ple-foods.html
The seeds in peppers tend to be the worst part. I believe bell peppers are not as bad, however, I would not feed any kind of pepper to my dog. Just because they like it, doesn't mean it is good for them. My dog would die to have a grape, but we can't let him have any, because it could kill him. They don't know what's bad for them. However, I did find this website...
http://www.wisegeek.com/are-jalapeno...ul-to-dogs.htm
But, I would stay away from odd stuff like that. You really don't want to risk him getting sick.