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Background The DnaJ proteins play critical roles in plant development and stress responses. Recently, seventy-six DnaJ genes were identified through a comprehensive bioinformatics analysis in the pepper genome. However, there were no reports on understanding of phylogenetic relationships and diverse expression profile of pepper DnaJ genes to date. Herein, we performed the systemic analysis of the phylogenetic relationships and expression profile of pepper DnaJ genes in different tissues and in response to both abiotic stress and plant hormones. Results Phylogenetic analysis showed that all the pepper DnaJ genes were grouped into 7 sub-families (sub-family I, II, III, IV, V, VI and VII) according to sequence homology. The expression of pepper DnaJs in different tissues revealed that about 38% (29/76) of pepper DnaJs were expressed in at least one tissue. The results demonstrate the potentially critical role of DnaJs in pepper growth and development. In addition, to gain insight into the expression difference of pepper DnaJ genes in placenta between pungent and non-pungent, their expression patterns were also analyzed using RNA-seq data and qRT-PCR. Comparison analysis revealed that eight genes presented distinct expression profiles in pungent and non-pungent pepper. The CaDnaJs co-expressed with genes involved in capsaicinoids synthesis during placenta development. What is more, our study exposed the fact that these eight DnaJ genes were probably regulated by stress (heat, drought and salt), and were also regulated by plant hormones (ABA, GA3, MeJA and SA). Conclusions In summary, these results showed that some DnaJ genes expressed in placenta may be involved in plant response to abiotic stress during biosynthesis of compounds related with pungency. The study provides wide insights to the expression profiles of pepper DanJ genes and contributes to our knowledge about the function of DnaJ genes in pepper.