Damage From Thrips

Sap sucking insects called Thrips (singular or plural) have been, and probably still are (in the new growth), feeding on your plant. The damage we see in your photo is severe, and characteristic of the damage these tiny insects cause when they occur in high numbers. Unfortunately, they have destroyed your plant and it will not likely recover, even from pruning the damaged tissues, or elimination of the Thrips. In addition, if you prune with Thrips insects present they will feed on the new growth that develops after pruning. We suggest you remove and destroy, or dispose of this plant in a sealed bag, and if you have other plants near this one, inspect them for Thrips and treat accordingly before bringing a new plant like this one home. Please see these links for more information:
http://zsi.gov.in/Cop-11/animal/THYSANOPTERA.pdf
http://www.pestcontrolindia.com/know-your-pest/pest/insect-agricultural-pests-chili-thrips-13-21-130.aspx