I agree with Biju Ab... putting chilli powder on a childs thumb is a crazy idea... please dont provide misleading ideas.

another issue with such kids is i feel they are rather insecure and they cultivate such habits only to feel secure. so i guess the best thing is to take out time and give him/her max attention. keep her so involved in something that he/she likes to do that they forget about thumb sucking.. get them tired with lots of play and they will sleep soundly..

i know this is not always possible, but worth a try... atleast the kid will feel that u are providing him more attention and thus feel more secure..
ps: by saying insecure doesnt mean anything bad, so pls dont misunderstand.