The MYB transcription factor family is very large and functionally diverse in plants, however, only a few members of this family have been reported and characterized in chili pepper (Capsicum spp.). In the present study, we performed genome-wide analyses of the MYB family in Capsicum annuum, including phylogenetic relationships, conserved domain, gene structure organization, motif protein arrangement, chromosome distribution, chemical properties predictions, RNA-seq expression, and RT-qPCR expression assays. A total of 235 non-redundant MYB proteins were identified from C. annuum, including R2R3-MYB, 3R-MYB, atypical MYB, and MYB-related subclasses. The sequence analysis of CaMYBs compared with other plant MYB proteins revealed gene conservation, but also potential specialized genes. Tissue-specific expression profiles showed that CaMYB genes were differentially expressed, suggesting that they are functionally divergent. Furthermore, the integration of our data allowed us to propose strong CaMYBs candidates to be regulating phenylpropanoid, lignin, capsaicinoid, carotenoid, and vitamin C biosynthesis, providing new insights into the role of MYB transcription factors in secondary metabolism. This study adds valuable knowledge about the functions of CaMYB genes in various processes in the Capsicum genus.