Capsaicin, the pungent alkaloid of red pepper has been extensively studied for its many properties, especially the anti-inflammatory and anti-oxidant ones. It binds to vanilloid receptor 1, although it has been reported to be able to mediate some effects independently of its receptor. Another important property of Capsaicin is the anticancer activity against highly malignant tumors, alone or in combination with other chemotherapeutic agents. In this study, we found that Capsaicin induced an apoptotic cell death in PEL cells correlated with the inhibition of STAT3. STAT3 pathway, constitutively activated in PEL cells, is essential for their survival. By STAT3 de-phosphorylation, Capsaicin reduced the Mcl-1 expression level and this could represent one of the underlying mechanisms leading to the Capsaicin-mediated cell death and autophagy induction. Next, by pharmacological or genetic inhibition, we found that autophagy played a pro-survival role, suggesting that its inhibition could be exploited to increase the Capsaicin cytotoxic effect against PEL cells. Finally, we show that Capsaicin induced DAMP exposure, as for an immunogenic cell death, directly promoted DC activation and, more importantly, that it counteracted the immune-suppression, in terms of DC differentiation, mediated by the PEL released factors.