Preheat oven to 350°. In a microwave, melt butter; stir in Worcestershire sauce, salt and cayenne. Toss pecans with butter mixture; spread evenly in an ungreased 15x10x1-in. pan.
Bake until lightly toasted, about 15 minutes, stirring occasionally. Cool in pan on a wire rack. Store cooled nuts in an airtight container.