Anthocyanins have significant functions in stress tolerance in pepper (Capsicum annuum L.) and also benefit human health. Nevertheless, the key structural genes and regulatory genes involved in anthocyanin accumulation in pepper fruits are still not well understood and fine mapped. For the present study, 383 F2 plants from a cross between the green-fruited C. annuum line Z5 and the purple-fruited line Z6 was developed. Two separate bulked DNA pools were constructed with DNAs extracted from either 37 plants with high anthocyanin content or from 18 plants with no anthocyanin. A combination of specific-locus amplified fragment sequencing (SLAF-seq) and bulked segregant analysis (BSA) was used to identify candidates for regions associated with anthocyanin accumulation. We identified a total of 127,004 high-quality single nucleotide polymorphism (SNP) markers, and detected 1674 high-quality SNP markers associated with anthocyanin accumulation. Three candidate anthocyanin-associated regions including the intervals from 12.48 to 20.00 Mb, from 54.67 to 56.59 Mb, and from 192.17 to 196.82 Mb were identified within a 14.10-Mb interval on chromosome 10 containing 126 candidate genes. Based on their annotations, we identified 12 candidate genes that are predicted to be associated with anthocyanin expression. The present results provide an efficient strategy for genetic mapping of and valuable insights into the genetic mechanisms of anthocyanin accumulation in pepper fruit, and allow us to clone and functionally analyze the genes that influence anthocyanin accumulation in this species.