Chillies do not contain heat, they only activate the pain receptors on the tongue.
Why it is true
Capsaicin, the molecule that makes chillies hot, binds to TRPV1 receptors, the same ones that detect heat. The brain interprets this stimulus as a burn, but no actual temperature is involved. That is why drinking water does not relieve the burning, while milk or yoghurt help, because capsaicin dissolves in fat.
Source: Chemical & Engineering News
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