Wild chili peppers from Mexico are a representative product of high cultural and gastronomic importance. The objective of this research was to apply chemometric and sensometric techniques to generate volatile fingerprints, real-time sensory dominance profiles, and cognitive profiles of consumers of Mexican wild chili peppers (Capsicum annuum L. variety glabriusculum). Samples of wild chili peppers, including Chilpaya, Chiltepin, Mirasol, and Tabaquero, were collected for analyses of volatile compounds, sensory dominance, and the association with emotions and memories, all of which were conducted remotely. Volatile fingerprinting via GC-MS revealed that wild chili peppers have a high content of fatty acids associated with oily and waxy notes, as well as terpenes such as longifolene, which contribute herbal notes to these peppers. In the dominance analysis, it was found that the Chiltepín and Chilpaya wild chili peppers were dominant in a burning sensation and chili flavor. In contrast, the Mirasol and Tabaquero wild chili peppers produced greater numbness and heat in the mouth during consumption in real time. The correlation between GC-MS and TDS was greater than 0.70, confirming that the identified volatile compounds are related to the effects generated during the consumption of wild chili peppers in real time. The online cognitive profile showed that images of wild chili peppers evoked more positive emotions and memories (active, adventurous, aggressive, calm, free, good, satisfied, traditional food, party, family, cold weather, and birthplace).