Onion (Allium cepa L.) and pepper (Capsicum spp.) have been cultivated for thousands of years due to their medicinal and therapeutic properties. Nowadays, these health-promoting properties have been attributed to the bioactive compounds responsible for the pungency of onion and pepper. The nutraceutical potential showed by cysteine sulfoxides in onion and by capsinoids and capsaicinoids in pepper has given rise to a special interest in the pharmaceutical and food industries for the development of novel functional foods. In addition, the increase in demand for consumers of healthy fresh foods has stimulated the development of breeding programs for obtaining new vegetable varieties with higher contents of nutraceutical compounds. The present review addresses these aspects from the point of view of the complexity of the biosynthesis pathways of such compounds, and as modern analytical techniques, more precise and sensitive, have become a fundamental tool for the study of the pungency.