This has nothing to do with spicy or not. I think just eating a pepper before going to bed ... I don't believe you can gain weight the next day. The question is what do you mean by spicy. I remember someone said that eating Chili can lose weight because it burns more energy.
So it depends on how you eat, such as hot pot, barbecue and some Sichuan food. I think they are too greasy. Of course, they can't help you lose weight. Eating too much may make you fat, not because of peppers, but because of those foods flavored with peppers.