Capsaicin, the organic compound which attributes the spicy flavor and taste of red peppers and chili peppers, has been extensively studied for centuries as a potential natural remedy for the treatment of several illnesses. Indeed, this compound exerts well-known systemic pleiotropic effects and may thus bring important benefits against various pathological conditions like neuropathic pain, rhinitis, itching, or chronic inflammation. Yet, little is known about the possible biological activity of capsaicin at the kidney level, as this aspect has only been addressed by sparse experimental investigations. In this paper, we aimed to review the available evidence focusing specifically on the effects of capsaicin on renal physiology, as well as its potential benefits for the treatment of various kidney disorders. Capsaicin may indeed modulate various aspects of renal function and renal nervous activity. On the other hand, the observed experimental benefits in preventing acute kidney injury, slowing down the progression of diabetic and chronic kidney disease, ameliorating hypertension, and even delaying renal cancer growth may set the stage for future human trials of capsaicin administration as an adjuvant or preventive therapy for different, difficult-to-treat renal diseases.