Ultrasonication is one of the non-thermal physical methods that can be used on foods and when used in synergy with temperature (thermosonication), this technique proves to be more effective, thus reducing the duration and intensity of heat treatment and the consequent damage to the foods. This work aimed to use the technique of ultrasonication and thermosonication in the processing of jalapeno pepper sauces in comparison with pasteurization. Two types of sauces were produced, one with pre-cooking (a) and the other without cooking (b), and the influence of time and temperature was analyzed by applying ultrasonication and thermosonication. Times of 15 and 30 min and temperatures of 25 and 65 °C were used. Both treatments stood out for their effectiveness when compared to the traditional method (pasteurization 65 °C and 30 min). The results demonstrate that, in general, the sauces are good sources of phenolic compounds (141.83 ± 0.10 mg gallic acid equivalent/100 g), flavonoids (50.40 ± 0.30 mg quercetin equivalent/100 g) and carotenoids (2.39 ± 0.07 mg β-carotene/100 g). The sauces had an increase in carotenoids by about 25% (thermosonicated at 15 and 30 min and pre-cooked) and in antioxidant activity (ferric reducing antioxidant power) with about 12% and 13% (thermosonicated at 30 min with and without cooking, respectively) in relation to control (pasteurization). On comparing thermosonication with ultrasound process total phenolics had improved by around 14% and flavonoids by 55%. At the first time, capsantin, capsaicin, dihydrocapsaicin, and nordihydrocapsaicin were identified by ultra-high performance liquid chromatography-MS/MS (UHPLC-MS/MS). Finally, as both treatments demonstrate efficiency (thermosonication at 15 and 30 min), the use of 15 min is indicated as feasible by the reduced process time and in preventing the loss of bioactive compounds in the sauces when compared to the pasteurization treatment.