Need more info. Are these plants watered regularly, and in pots that have good drainage? Did they get any kind of fertilizer? Can we assume these were indoor starts? That is, no environmental stresses? Could be a virus. Did you plant them in sterile soil? (Though pepper viruses are not usually soil-borne.) Don't go spraying insecticide unless you SEE pests. Certainly for a container plant.

I have bought the pepper from a nursery when it was about 10 cm high and I have planted it in a pot with drainage. I used vegetables soil that I bought from the same plant shop. For the first couple of weeks I kept it indoor, as the temperature went low during the night, but about three weeks ago I moved it outside for good. I do water it every evening, as it's been hot lately during the day. For the past 2 days it's been raining so I didn't water it at all.

How cold is it getting outside?

Do avoid over-watering peppers. They don't like soaked roots. Sounds like the problems started happening after it was moved outdoors. Especially if you have been watering a lot, have you applied any fertilizer? Many key nutrients are are water soluble and leach out of the soil quickly. So if you water a lot, especially in a container, and don't fertilize, the plant could be starving.

Thank you. I will go and buy a fertilizer tomorrow. I didn't used any until now. The temperature at the moment is around 22 degrees during the day and 14-15 during the night. I don't think this is the issue. I will stop watering it until the soil is completely dry and apply the fertilizer, hoping for the best. Should I change the pot as well with a larger one?

We're talking centigrade, right? Sounds comfortable enough. But peppers grow best in heat. Why don't you keep the pot until things look better. The soil should be kept barely moist. Not wet. Not dry.

Yes, centigrade. I live in Spain. :) I will keep an eye on it and use some fertilizer tomorrow. Fingers crossed that it will come back to life. The weather looks very good for the next few days, all sun and the temperatures rising, so I'm hoping for the best. It is in an area where it does get full sun for about 8 hours a day at least.

The yellow leaves won't come back to life. You can write them off. The issue is whether the new growth stays healthy.