Nematocyst are the stinging cells found in jelly fishes. These are found in the tentacles which helps in prey capture.
The tentacles are lined with number of capsules inside the cell called nematocyst. Inside the capsule thread like projections are present. It contains toxins which paralyses the captured prey.
When the jelly fish captures the prey, with help of tentacles these thread like projections are pierced into the prey's body and release toxins to kill it.