Is-there any good way to make smoked chipotle pepper at home?
So just to be clear, a chipotle is a smoked red jalepeno, however chipotle is most often used and purchased in Adobo sauce so there are two flavors to this answer. To make the pepper itself, start with ripe jalepenos, by ripe I mean when they are bright red. Red peppers are a lot sweeter and caramelize better than green.

If you don't have a real smoker (I don't mean little smokers that use liquid smoke), then you can use a charcoal grill. 

Soak your wood chips for an hour so they don't catch fire. Get your charcoal coals hot and once they've settled down toss some wood chips on top of the coals and close all of the bottom vents. Keep adding presoaked wood chips as necessary for fuel, keeping in mind you need to stay ahead of the fire going out so the wood can dry out and smolder rather put put the fire out. A smoker it better for this because you can manage the coals without moving the peppers out of the way.

Once the peppers have dried completely, they are done.

Then if you want, make Adobo sauce with the peppers which is mostly ketchup and garlic and purée of some of your peppers and adding some more whole. Use whatever Adobo recipe you like, but store the finished product in small containers that can hold only 2 or 3 whole jalepenos plus sauce, that's important. Why I am not sure, but it seems make a huge difference.