It sounds like your plant may be lacking an essential nutrient. When peppers (and other plants) are concentrating on reproduction, they will sacrifice all other tissues (and the nutrients therein) for the benefit of producing offspring. The key may be determining which nutrient that is essential for setting fruit will also lead to chlorosis when deficient.Â
   Other things to consider might be: what kind of soil are you growing in, what kinds of fertilizer have you been using, growing environment, and what kind of water you use (chlorinated?, pH?, mineral content?).
   It could also be the result of some other form of stress, like a disease or pest. Maybe some critter has been lurking in your plant and, now that your plant is putting all its effort into reproduction, it doesn't have the energy to fight anymore.
   Just throwing some ideas out there to think about. If you think of any other clues, let us know (and post some pics).