The usual iterated integral map given by Chen produces an equivalence between the two-sided bar complex on differential forms and the de Rham complex on the path space. This map fails to make sense when considering the curved differential graded algebra of bundle-valued forms with a covariant derivative induced by a connection. In this paper, we define a curved version of Chen’s iterated integral that incorporates parallel transport and maps an analog of the two-sided bar construction on bundle-valued forms to bundle-valued forms on the path space. This iterated integral is proven to be a homotopy equivalence of curved differential graded algebras, and for real-valued forms it factors through the usual Chen iterated integral.