Modern medicine for arthritis pain. Deep penetrating. Capzasin-P contains purified Capsaicin, a natural ingredient that penetrates deep to relieve arthritis pain. In fact, Capsaicin is so effective that doctors recommend it more than all other topical ingredients combined. Capsaicin 0.025%. Doctors recommended purified capsaicin more than all other topical analgesic ingredients combined for arthritis pain.