Background: Capsaicin (CAP) is the main chemical component responsible for the pungency (burning pain) of the chili plant (capsicum spp.), whose metabolic functions include energy balance and fatty acid oxidation. The aim of this study is to analyze the association of dietary capsaicin consumption with markers of adiposity and fatty liver in a Mexican adult population. Methods: This cross-sectional/analytical study recruited 221 subjects aged 18 to 65 years who were resident in the city of Tijuana, Baja California, Mexico. The daily CAP intake was analyzed through a validated chili/CAP consumption questionnaire. Anthropometric and biochemical measurements were performed following standardized protocols. Adjusted Pearson’s correlations were applied to analyze the association of CAP with adiposity and fatty liver markers. Results: In this study, the daily average consumption of CAP was 152.44 mg. The dietary CAP consumption positively correlated with BMI (r = 0.179, p = 0.003), hip circumference (r = 0.176, p = 0.004) and body adiposity index (r = 0.181, p = 0.001. Likewise, the daily CAP intake positively correlated with hepatic steatosis index (r = 0.158, p = 0.004), fatty liver index (r = 0.141, p = 0.003) and lactate dehydrogenase (r = 0.194, p = 0.016) after statistical settings. Conclusions: The results of this study suggest positive associations between dietary CAP consumption and the markers of body adiposity and fatty liver in a Mexican adult population.