You can interchange them but for your information read bellow:
Chili powder, chile powder or chilli powder (British English) is a powder consisting purely or mainly of powdered hot chili pepper, most commonly either red peppers or cayenne peppers, which are both of the species Capsicum annuum.
It can be made from virtually any hot pepper including ancho, Cayenne, Jalapeño, New Mexico, and pasilla chilis.
It is often pure powdered chili, but if made as a spice mix, other ingredients may include cumin, oregano, garlic powder, and salt. Some mixes may even include black pepper, cinnamon, cloves, coriander, mace, nutmeg, or turmeric. As a result of the various different potential additives, the spiciness of any given chili powder is variable.