My pepper plants always drop leaves when I bring them inside.
The lack of light is part of the problem, but also consider the temperature difference, and the change in humidity.
Water sparingly... keep cool, and try to place in a south-facing window.
At my house, they may not get watered but once a month.
They go mostly dormant until they start getting better light... usually in February.
Edit:
By keep cool... I keep mine in an unheated room... but above freezing...
