As one of the largest transcription factor (TF) families in plants, MYB TFs are involved in various physiological and biochemical processes, such as plant growth, metabolism, and response to various biotic and abiotic stresses. R2R3-MYB is the main form of MYB TFs in higher plants. Pepper is a vegetable crop with important economic value, but the R2R3-MYB TF family has not been systematically studied in pepper. In this study, 94 CaMYB, 92 CbMYB, and 94 CcMYB TFs genes were identified with comparative genomic analysis in Capsicum annuum, C. baccatum, and C. chinense, respectively. These genes were categorized into 28 subfamilies. Collinearity analysis indicated that there were 73 groups of orthologous R2R3-MYB genes among three pepper species. There were five, four, and two unique R2R3-MYB genes in C. annuum, C. baccatum, and C. chinense, respectively. In addition, we identified 12 pairs of duplicated genes, and eight of which are tandemly repeated genes, which already existed before the divergence of three pepper species. Comparative genomics analysis suggested that the homologous R2R3-MYB TFs underwent functionally divergence during the evolution of pepper. Analysis on the expression profile showed that R2R3-MYB genes were expressed in three major patterns: high expression in roots, leaves, stems, and flowers, such as CaMYB13/CbMYB12/- CcMYB13; high expression in flowers, such as CaMYB93/CbMYB86/CcMYB12; high expression in roots, such as CaMYB48/CbMYB47/CcMYB51. These results lay a foundation for further study on the biological functions of R2R3-MYB TFs in the growth and development of pepper.