Dehydrins (DHNs) play a crucial role in enhancing abiotic stress tolerance in plants. Although DHNs have been identified and characterized in many plants, there is little known about Capsicum annuum L., one of the economically important vegetable crops. In this study, seven CaDHNs in the pepper genome were identified, which could be divided into two classes: YnSKn- and SKn-type, based on their highly conserved domains. Quantitative real-time PCR (qRT-PCR) results showed that the seven DHN genes were expressed in all tissues and might be involved in the growth and development of pepper. The gene expression profiles analysis suggested that most of the CaDHN genes were induced by various stresses (low temperature, salt and mannitol) and signaling molecules (ABA, SA and MeJA). Furthermore, the CaDHN3 (YSK2)-silenced pepper plants showed obvious lower resistance to abiotic stresses (cold, salt and mannitol) than the control plants (TRV2:00). So the CaDHN3 might act as a positive role in resisting abiotic stresses. This study lays the foundation for further studies into the regulation of their expression under various conditions.