The aim of the study was to assess the effect of biodegradable paper mulch (BPM), polyethylene plastic mulch (PPM), and two different biodegradable plastic mulches (BPM1 and BPM2) on quality traits and bioactive compounds of capia pepper during cold storage. The treatment without mulching was selected as a control. Peppers were kept at 8.0 ± 0.5 °C and 90 ± 5% relative humidity and analyzed at weekly intervals for 28 d. Lower weight loss in BPM1 was measured than control during the cold storage. On days 7, 14, and 28 of the storage, the respiration rate of PPM was higher than that of the control fruit. At the end of the storage, the highest CO2 was determined in the control. On day 21 of the storage, acidity was lower in the PPM than in all the other treatments. At the end of the storage, vitamin C of BPM, PPM, and BPM2 was higher than the control. During the storage, it was observed that the total phenolics of the control were higher than that of treatments treated mulch. On days 14, 21, and 28 of the storage, total flavonoids were higher in BPM and PPM than in BPM1 and BPM2. During the storage, it was recorded that the antioxidant activity of the control (in DPPH assay) was higher than that of the BPM2. Catechin was the major phenolic acid. It revealed that biodegradable mulchs could be used as an effective tool to delay the weight loss of capia pepper during cold storage.