Direct numerical simulation is conducted to uncover the response of a supersonic turbulent boundary layer to streamwise concave curvature and the related physical mechanisms at a Mach number of 2.95. Streamwise variations of mean flow properties, turbulence statistics and turbulent structures are analysed. A method to define the boundary layer thickness based on the principal strain rate is proposed, which is applicable for boundary layers subjected to wall-normal pressure and velocity gradients. While the wall friction grows with the wall turning, the friction velocity decreases. A logarithmic region with constant slope exists in the concave boundary layer. However, with smaller slope, it is located lower than that of the flat boundary layer. Streamwise varying trends of the velocity and the principal strain rate within different wall-normal regions are different. The turbulence level is promoted by the concave curvature. Due to the increased turbulence generation in the outer layer, secondary bumps are noted in the profiles of streamwise and spanwise turbulence intensity. Peak positions in profiles of wall-normal turbulence intensity and Reynolds shear stress are pushed outward because of the same reason. Attributed to the Görtler instability, the streamwise extended vortices within the hairpin packets are intensified and more vortices are generated. Through accumulations of these vortices with a similar sense of rotation, large-scale streamwise roll cells are formed. Originated from the very large-scale motions and by promoting the ejection, sweep and spanwise events, the formation of large-scale streamwise roll cells is the physical cause of the alterations of the mean properties and turbulence statistics. The roll cells further give rise to the vortex generation. The large number of hairpin vortices formed in the near-wall region lead to the improved wall-normal correlation of turbulence in the concave boundary layer.