Preheat the oven to 425 degrees F (220 degrees C).
In a plastic bag, combine the sweet potatoes, canola oil, taco seasoning, and cayenne pepper. Close and shake the bag until the fries are evenly coated. Spread the fries out in a single layer on two large baking sheets.
Bake for 30 minutes, or until crispy and brown on one side. Turn the fries over using a spatula, and cook for another 30 minutes, or until they are all crispy on the outside and tender inside. Thinner fries may not take as long.