Preheat your oven to 400°F (200°C) to ensure even cooking.
Wash and chop your vegetables: slice the red and yellow capsicums into strips, and cut the red onion into wedges.
In a mixing bowl, combine olive oil, salt, black pepper, dried oregano, dried basil, and paprika to create a marinade. Coat the chicken thighs thoroughly.
Arrange the seasoned chicken thighs on the baking tray, surrounding them with the chopped capsicums, red onion, and broccoli florets.
Bake for about 30-35 minutes, or until the chicken is cooked through and vegetables are tender.
Allow the dish to rest for a few minutes before serving. Enjoy it alone or with a refreshing salad!