Where in Arizona are you? I'm in the Phoenix area and have a tough time keeping most pepper varieties healthy during this time of year. The high temperatures and low humidity make it very difficult for the plant to get enough water. My solution has been to grow one crop in the spring and another in the fall, but when I've wanted to keep plants over the summer I cut them back and shade them as much as possible.

Other than that, maybe some pictures would help with diagnosis.

I live in chandler. I think you may be right about the sun, I'm gonna try to shade it a little more

I live in Alaska and have grown hot peppers this year in a greenhouse. Just brought them inside last week bcs it's getting too chilly at night outside, but I also am getting yellow leaves on all varieties. I can't imagine it's bcs of too much sun! But maybe so... Anyway, was perusing this forum for recipe ideas and found this posting. Great forum!