Small heat shock proteins (sHSPs) are usually upregulated in plants under diverse environmental stresses. These proteins have been suggested to function as molecular chaperones to safeguard other proteins from stress-induced damage. The ripening of pepper (Capsicum annuum L.) fruit involves important phenotypic, physiological, and biochemical changes, which have associated endogenous physiological nitro-oxidative stress, but they can also be significantly affected by environmental conditions, such as temperature. Based on the available pepper genome, a total of 41 sHSP genes were identified in this work, and their distributions in the 12 pepper chromosomes were determined. Among these genes, only 19 sHSP genes were found in the transcriptome (RNA-Seq) of sweet pepper fruits reported previously. This study aims to analyze how these 19 sHSP genes present in the transcriptome of sweet pepper fruits are modulated during ripening and after treatment of fruits with nitric oxide (NO) gas. The time-course expression analysis of these genes during fruit ripening showed that 6 genes were upregulated; another 7 genes were downregulated, whereas 6 genes were not significantly affected. Furthermore, NO treatment triggered the upregulation of 7 sHSP genes and the downregulation of 3 sHSP genes, whereas 9 genes were unchanged. These data indicate the diversification of sHSP genes in pepper plants and, considering that sHSPs are important in stress tolerance, the observed changes in sHSP expression support that pepper fruit ripening has an associated process of physiological nitro-oxidative stress, such as it was previously proposed.