If you aren't careful with hot peppers like jalapeños, you'll get the burning oils on your hands. Ouch. Once on your hands, they will transfer anywhere. Double ouch. Clean up those hands with some bicarb soda.
Photo by Sage Tyrtle
The Kitchn explains:
Make a thick paste of bicarb soda and water and apply it directly to your hands. Leave it on until it dries before washing off.
Bicarb soda is also the least expensive solution, and something you're likely to have around the kitchen. Check out the link for some other remedies for pepper burn.