If your pepper plants have leaves that are turning yellow, there may be one of a few problems at work. Aphids, whiteflies, and flea beetles are all insect pests that like peppers, and any one of them may be responsible. Peppers are in the same family as tomatoes and tobacco, and may be suffering from Tobacco Mosaic Virus (TMV). Another likely culprit is simply temperature shock. Insect pests and temperature shock can be remedied. TMV may require you to start new pepper plants entirely.
Identify the problem. Examine the affected plants carefully all over. Aphids like to cluster on the undersides of plant leaves. If it is an insect problem, you will likely either see the insects or see bite marks.
Spray insecticidal soap mixed with a drop or two of orange essential oil on your peppers if it is an insect problem. Gardening expert Rose Marie Nichols McGee recommends this mixture because the orange essential oil helps the slippery soap stick to the leaves of the plants. It also smells good, and is a natural insect inhibitor.
Spray pyrethrum or rotenone on your pepper plants according to manufacturer instructions if the insecticidal soap does not work. Both insecticides are plant-derived and safe for use on edible plants.
Consider the climate. If you purchased your pepper plants from a greenhouse or garden center, it is possible that they have not yet hardened off. Hardening off is the process by which plants that have been babied are made to handle living in outdoor garden conditions. Plants that were not hardened off may suffer from temperature shock that can cause leaves to yellow.
Cover peppers you suspect of having temperature shock with a row cover, if they are planted in a traditional or raised bed garden. If they are planted in containers, you can both cover them and place a heating pad underneath the pots to warm the soil.