Capsaicin is the ingredient in hot peppers that makes them burn. Yet applying capsaicin can actually bring relief from pain, by accessing substance P, which is a chemical that instructs nerves to carry pain signals.
"Applying capsaicin can use up the substance P in that area, thus relieving the underlying pain. Don’t worry, though; you’ll still hurt if you get injured because other nerves can carry pain signals as well. And you do have to keep using the capsaicin because the body continues to make substance P."
Capsaicin can bring relief from pain for arthritis, diabetic neuropathy (intense pain in feet and legs of diabetics) and post-shingles. There is hope that it may also help psoriasis, cluster headaches, and back pain.
Capsaicin can be bought as a cream, over the counter. Get a low potency capsaicin cream for muscle and joint pain, and a high potency capsaicin cream for nerve pain.
http://www.familydoctormag.com/alternative-medicine/202-capsaicin-treatment-how-hot-peppers-may-help-burn-away-headache-and-arthritis-pain.html