When the leaves of a jalapeño pepper plant curl, the cause is most likely an aphid infestation. Aphids are one of the most common vulnerabilities of pepper plants and many plants respond to a colony of the sap-sucking insects working on one side of a leaf by curling the leaf around it, with the unfortunate side effect of hiding the insects from human eyes.
Looking closely at the inner surface of curled leaves will make it clear if there is an infestation there; since aphids are usually less than 1/8 inch long, a magnifying glass may be helpful. Examine the rest of the plant as well, particularly at stem joints, to make sure that this is the problem.
Insecticides are never a good choice in the vegetable garden. Introducing ladybug beetles, a predator of aphids, is one effective method of treatment. Aphids can be quickly removed and killed by pressing packing tape to infested parts of plants, or by placing a yellow dish filled with soapy water near the plant to trap them.
If the problem has arisen early enough in the growing season, or if treatment methods are ineffective, it may be best to bag the plant and throw it out. Be sure to bag the plant thoroughly and tie it off securely to prevent the aphids from getting out and attacking another plant.
Keep a close eye on the plant's leaves. Aphids carry plant viruses the same way that mosquitoes carry human disease; pepper plants are especially susceptible to mosaic viruses. Also, if honeydew, the sticky, clear substance that aphids excrete, collected on any lower leaves, clean these leaves as gently and completely as possible and watch them for fungus.
Aphids can be difficult insects to get rid of. Vigilant and knowledgeable inspection for aphids is the best defence against infestation. If possible, use mosaic-resistant strains of jalapeño peppers; this won't prevent aphids, but will minimise any secondary problems.