Depends how much inflammation the candida has caused. If you have a sensitive gut i wouldnt use it (Depends on how much damage the candida has done to the lining of your gut) Mild candida you might be able to get away with a little here and there. I wouldnt push it though too much might aggravate inflammation in the gut. Coconut oil is a much more mild/effective anti-fungal than cayenne. Cayenne/peppers is used more for circulation than its anti-fungal properties.
A more mild alternative might be paprika?