Capsicum spp. is a horticultural crop of agronomic interest and is considered the fourth most important vegetable in the world. It is an important nutritional and medicinal source, and its production generates employment in the tropics. In this species, the genetic variability is wide and with great potential, which has been exploited to generate outstanding varieties. Breeding programs seek different alternatives to accelerate the production of improved varieties with desirable agronomic characteristics. These objectives can be achieved with the production of haploid and double haploid plants via androgenesis or gynogenesis, being androgenesis the approach most used for paprika cultures. The purpose of this review is to present the results of different researches in obtaining haploids and doubled haploids in cultivars of Capsicum spp. and its impact on the genetic improvement of this crop.