Dr. Greger says capsaicin in hot sauce putting it in your nose feels hot and hurts but after several days it had no effect on the person. They found that a nerve has something called substance P which allows pain to be transmitted. Hot sauce exhausts the nerves of substance P so no pain was felt. Cluster headaches can actually be decreased by hot sauce. The nerves in the nose as the same as what’s involved in cluster headaches. 80% of the people in the test responded well and had decreased headache pain.