This study aimed to evaluate the effects of dietary supplementation with capsaicin (CAP) on productive performance, milk composition, nutrient digestibility, ruminal fermentation, and serum metabolites of dairy cows using a meta-analytical approach. The database included 13 studies, from which the response variables of interest were obtained. Data were analyzed using a random effects model, and results were expressed as weighted mean differences between treatments supplemented with and without CAP. Dietary supplementation with CAP increased (p < 0.05) dry matter intake, milk yield, feed efficiency, milk fat yield, and milk fat content. However, CAP supplementation did not affect (p > 0.05) milk protein and lactose yield, milk urea nitrogen, or milk somatic cell count. Greater (p < 0.05) apparent digestibility of dry matter and crude protein was observed in response to the dietary inclusion of CAP. Likewise, supplementation with CAP increased (p < 0.05) the rumen concentration of total volatile fatty acids. In contrast, CAP supplementation did not affect (p > 0.05) ruminal pH or the ruminal concentration of ammonia nitrogen, acetate, propionate, and butyrate. In blood serum, CAP supplementation increased (p < 0.05) the glucose concentration and decreased (p < 0.05) the concentration of non-esterified fatty acids. However, CAP supplementation did not affect (p > 0.05) the serum concentration of urea and beta-hydroxybutyrate. In conclusion, capsaicin can be used as a dietary additive to improve the productive performance, milk composition, and nutrient digestibility in dairy cows and, at the same time, improve the ruminal concentration of total volatile fatty acids and serum levels of glucose and non-esterified fatty acids.