The cuticle plays an important role for the quality of pepper fruit. However, the molecular mechanism of cuticle formation in pepper fruit remains unclear. Our results showed that the wax was continuously accumulated during pepper development, while the cutin monomer first increased and then decreased. Hexadecanoic acid and 10,16-hydroxyhexadecanoic acid were the main components of wax and cutin, respectively. Combined with transcriptome and proteome, the formation patterns of wax and cutin polyester network for pepper cuticle was proposed. The 18 pairs of consistent expression genes and proteins involved in cuticle formation were revealed. Meanwhile, 12 key genes were screened from fatty acid biosynthesis, biosynthesis of unsaturated fatty acids, fatty acid elongation, cutin, suberine, and wax biosynthesis, glycerolipid metabolism, and transport pathway. This study would provide important candidate genes and theoretical basis for the molecular mechanism of cuticle formation, which is essential for the breeding of peppers.