Short answer
Yes, this is an urgent situation. Cooking does not destroy capsaicin, the compound that causes pain and digestive upset. Your dog may experience drooling, vomiting, and severe mouth irritation. Contact your vet or the ASPCA Animal Poison Control Center at (888) 426-4435 immediately for guidance.
Chili pepper — Food safety facts
Do not feed · Dogs · full breakdown on the linked food page
Capsaicin causes severe mouth pain, drooling, vomiting and stomach irritation.
The full verdict, portion guidance and serving notes are collected on the Chili pepper food facts page.