Cayenne pepper capsules that are commonly recommended for assisting with fat loss are generally 3-600 mg a piece and often recommended to take 1-4 capsules daily. General recommendation appears to be 2 to 3, 450 mg capsules/day based on tolerance because they are notorious for gastrointestinal distress if you are not accustomed to hot spices.
The mechanism of action for Capsaicin from Cayenne fruit is its ability to stimulate the sympathetic nervous system (SNS) activity, promote the secretion of catecholamine (epinephrine and norepinephrine, which increases metabolic rate and temperature), and has been shown to increase the expression of the uncoupling protein (UCP) in many tissues leading to an increase in wasting calories as heat. All this hints that cayenne pepper can also increase one's metabolism, thus demonstrating the thermogenic and metabolic effects of capsinoids and highlights its potential role as an adjunct weight loss aid, in addition to diet and exercise.