chilly vs cayenne

chilly and cayenne both are nouns.

Word	Noun	Adjective	Verb	Adverb
chilly	Yes	Yes	No	No
cayenne	Yes	No	No	No

As nouns, cayenne is a hyponym of chilly; that is, cayenne is a word with a more specific, narrower meaning than chilly:

Other hyponyms of chilly include jalapeno, jalapeno pepper, cayenne pepper.

chilly (noun)	cayenne (noun)
very hot and finely tapering pepper of special pungency	ground pods and seeds of pungent red peppers of the genus Capsicum
	a long and often twisted hot red pepper
	plant bearing very hot and finely tapering long peppers; usually red

chilly (adjective)	cayenne (adjective)
appreciably or disagreeably cold
not characterized by emotion
lacking warmth of feeling