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This study investigates the characteristics of a turbulent boundary layer in a curved circular pipe under an inflow of Ma = 3.0. The pipe consisted of a straight part and a curved part with a turning angle of 36° and a radius of curvature, γ = R/Rc, of γ = 0.0825. The nanoparticle-based planar laser scattering technique was applied to visualize the structure of the instantaneous flow field, and a large eddy simulation was conducted to uncover the physical aspects of development of the turbulent boundary layer. The distributions of density and vorticity, baroclinic pressure caused by the density and pressure gradients, and other physical quantities were analyzed. The asymmetry of the turbulent boundary layer in the curved part of the pipe, as influenced by curvature, secondary flow, and oblique shock, was obtained as the boundary layer on the inner wall gradually thickened while that on the outer wall gradually thinned. The secondary flow took the mainstream outer bend of the curved pipe and drew the low-energy fluid in the boundary layer to its inner bend, which led to the gradual thickening of the turbulent boundary layer from the outer to the inner bend along the circumferential direction. A low-speed region was formed in the downstream region of the inner part. The intersection between the oblique shock wave and the shear layer led to a high baroclinic pressure that promoted the generation of the vortex and forced the boundary layer to turn and inhibit the separation in the inner part.