The responses of pepper (Capsicum annuum) plants to inoculation with the pathogenic bacterium Ralstonia solanacearum and to high-temperature-high-humidity (HTHH) conditions were previously found to be coordinated by the transcription factors CaWRKY6 and CaWRKY40; however, the underlying molecular mechanism was unclear. Herein, we identified and functionally characterized CaHsfB2a, a nuclear-localized heat shock factor involved in pepper immunity to R. solanacearum inoculation (RSI) and tolerance to HTHH. CaHsfB2a is transcriptionally induced in pepper plants by RSI or HTHH and by exogenous application of salicylic acid (SA), methyl jasmonate (MeJA), ethylene (ETH), or abscisic acid (ABA). Virus-induced gene silencing (VIGS) of CaHsfB2a significantly impaired pepper immunity to RSI, hampered HTHH tolerance, and curtailed expression of immunity- and thermotolerance-associated marker genes such as CaHIR1, CaNPR1, CaABR1, and CaHSP24. Likewise, transient overexpression of CaHsfB2a in pepper leaves induced hypersensitive response (HR)-like cell death and H2O2 accumulation and upregulated the above-mentioned marker genes as well as CaWRKY6 and CaWRKY40. Chromatin immunoprecipitation (ChIP) and microscale thermophoresis (MST) analysis revealed that CaHsfB2a bound the promoters of both CaWRKY6 and CaWRKY40. In a parallel experiment, we determined by ChIP-PCR and MST that CaHsfB2a was regulated directly by CaWRKY40 but indirectly by CaWRKY6. Cumulatively, our results suggest that CaHsfB2a positively regulates plant immunity against RSI and tolerance to HTHH, via transcriptional cascades and positive feedback loops involving CaWRKY6 and CaWRKY40.