Ingestion of spicy food causes a burning sensation, which is innately aversive, but has been considered a hedonistic behavior. The pleasure of eating spicy food may derive, merely, from the exposure effect, and it could be considered as “benign masochism”, due to the perception of taking a “minimal risk”. Post-intake effect, social pressure, and genetic factors could also lead to the consumption of spicy foods. The spicy taste has been related to multiple personality traits, and to psychological states, including sensation seeking; risk taking; and sensitivity to reward, aggression, and anger, and could thus produce relevant consequential behaviors. The burning sensation is caused by the activation of the capsaicin receptor (transient receptor potential cation channel subfamily V member 1 [TrpV1]), which functions both as a thermoreceptor and as a nociceptor. Concerning the brain processing of spicy taste, the anterior short gyrus (ASG) causes an increase in body temperature through the hypothalamus. Moreover, the neural coordination between the middle and posterior short gyri, and the ASG may also be implicated in autonomic responses, as in body temperature increase. According to the embodied metaphor theory, the psychological effects of spicy taste might be represented in the body, since there are shared physiological sensations, such as heat. Future studies should explore the motives leading to spicy food consumption, with regards to gender and cultural differences. Meanwhile, the embodied metaphor mechanism of the effects of spicy taste and the brain mechanisms, induced by eating spicy food, should be further examined. Furthermore, psychology research on spicy food intake could have applications in marketing, especially in sensory marketing, and in the promotion of diet cultures that incorporate spicy tastes.