Pepper (Capsicum spp.) is one of the major vegetable crops grown worldwide largely appreciated for its economic importance and nutritional value. This crop belongs to the large Solanaceae family, which, among more than 90 genera and 2500 species of flowering plants, includes commercially important vegetables such as tomato and eggplant. The genus includes over 30 species, five of which (C. annuum, C. frutescens, C. chinense, C. baccatum, and C. pubescens) are domesticated and mainly grown for consumption as food and for non-food purposes (e.g., cosmetics). The main challenges for vegetable crop improvement are linked to the sustainable development of agriculture, food security, the growing consumers’ demand for food. Furthermore, demographic trends and changes to climate require more efficient use of plant genetic resources in breeding programs. Increases in pepper consumption have been observed in the past 20 years, and for maintaining this trend, the development of new resistant and high yielding varieties is demanded. The range of pathogens afflicting peppers is very broad and includes fungi, viruses, bacteria, and insects. In this context, the large number of accessions of domesticated and wild species stored in the world seed banks represents a valuable resource for breeding in order to transfer traits related to resistance mechanisms to various biotic stresses. In the present review, we report comprehensive information on sources of resistance to a broad range of pathogens in pepper, revisiting the classical genetic studies and showing the contribution of genomics for the understanding of the molecular basis of resistance.