Heat a Dutch oven over medium-high heat. Cook and stir sausage, onion, and celery in the hot Dutch oven until sausage is browned and crumbly, 5 to 7 minutes; drain and discard grease.
Mix potatoes, chicken broth, salt, and pepper into sausage mixture; bring to a boil. Reduce heat and simmer until potatoes are soft, about 10 minutes. Add whole kernel corn, cream-style corn, evaporated milk, paprika, and cayenne pepper; simmer until heated through, 5 to 10 more minutes.