Capsicum baccatum, commonly known as ají, has been reported as a source of variation for many different traits to improve common pepper (C. annuum), one of the most important vegetables in the world. However, strong interspecific hybridization barriers exist between them. A comparative study of two wide hybridization approaches for introgressing C. baccatum genes into C. annuum was performed: i) genetic bridge (GB) using C. chinense and C. frutescens as bridge species; and, ii) direct cross between C. annuum and C. baccatum combined with in vitro embryo rescue (ER). A diverse and representative collection of 18 accessions from four cultivated species of Capsicum was used, including C. annuum (12), C. baccatum (3), C. chinense (2), and C. frutescens (1). More than 5000 crosses were made and over 1000 embryos were rescued in the present study. C. chinense performed as a good bridge species between C. annuum and C. baccatum, with the best results being obtained with the cross combination [C. baccatum (♀) × C. chinense (♂)] (♀) × C. annuum (♂), while C. frutescens gave poor results as bridge species due to strong prezygotic and postzygotic barriers. Virus-like-syndrome or dwarfism was observed in F1 hybrids when both C. chinense and C. frutescens were used as female parents. Regarding the ER strategy, the best response was found in C. annuum (♀) × C. baccatum (♂) crosses. First backcrosses to C. annuum (BC1s) were obtained according to the crossing scheme [C. annuum (♀) × C. baccatum (♂)] (♀) × C. annuum (♂) using ER. Advantages and disadvantages of each strategy are discussed in relation to their application to breeding programmes. These results provide breeders with useful practical information for the regular utilization of the C. baccatum gene pool in C. annuum breeding.