http://java-swing-tips.blogspot.jp/2012/03/rounded-border-for-jtextfield.html

RoundedBorderTest.java

import java.awt.*;
import java.awt.event.*;
import java.awt.geom.*;
import java.awt.image.*;
import java.util.*;
import javax.swing.*;
import javax.swing.border.*;

public class RoundedBorderTest {
  public JComponent makeUI() {
    JTextField textField01 = new JTextField("aaaaaaaaaaaaaaa");
    textField01.setBorder(new RoundedBorder(10));
    textField01.setOpaque(false);

    JTextField textField02 = new JTextField("bbbbbbbbbbbbbbb") {
      @Override protected void paintComponent(Graphics g) {
        Border border = getBorder();
        if (!isOpaque() && border instanceof RoundedBorder) {
          Graphics2D g2 = (Graphics2D) g.create();
          g2.setPaint(getBackground());
          g2.fill(((RoundedBorder) border).getBorderShape(0, 0, getWidth() - 1, getHeight() - 1));
          g2.dispose();
        }
        super.paintComponent(g);
      }
    };
    textField02.setOpaque(false);
    textField02.setBorder(new RoundedBorder(10));

    JPanel p = new JPanel(new GridLayout(0, 1, 10, 10));
    p.setOpaque(false);
    p.add(textField01);
    p.add(textField02);

    TexturePaint texture = makeCheckerTexture();
    JPanel pp = new JPanel(new BorderLayout()) {
      @Override protected void paintComponent(Graphics g) {
        super.paintComponent(g);
        if (!isOpaque()) {
          Graphics2D g2 = (Graphics2D) g.create();
          g2.setPaint(texture);
          g2.fillRect(0, 0, getWidth(), getHeight());
          g2.dispose();
        }
      }
    };
    pp.setOpaque(false);
    pp.setBorder(BorderFactory.createEmptyBorder(10, 10, 10, 10));
    pp.add(p, BorderLayout.NORTH);
    return pp;
  }
  private static TexturePaint makeCheckerTexture() {
    int cs = 6;
    int sz = cs * cs;
    BufferedImage img = new BufferedImage(sz, sz, BufferedImage.TYPE_INT_ARGB);
    Graphics2D g2 = img.createGraphics();
    g2.setPaint(new Color(100, 100, 100, 50));
    g2.fillRect(0, 0, sz, sz);
    for (int i = 0; i * cs < sz; i++) {
      for (int j = 0; j * cs < sz; j++) {
        if ((i + j) % 2 == 0) {
          g2.fillRect(i * cs, j * cs, cs, cs);
        }
      }
    }
    g2.dispose();
    return new TexturePaint(img, new Rectangle(sz, sz));
  }
  public static void main(String[] args) {
    EventQueue.invokeLater(() -> {
      JFrame frame = new JFrame();
      frame.setDefaultCloseOperation(WindowConstants.EXIT_ON_CLOSE);
      frame.getContentPane().add(new RoundedBorderTest().makeUI());
      frame.setSize(320, 240);
      frame.setLocationRelativeTo(null);
      frame.setVisible(true);
    });
  }
}

class RoundedBorder implements Border {
  int radius;
  RoundedBorder(int radius) {
    this.radius = radius;
  }
  public Insets getBorderInsets(Component c) {
    return new Insets(this.radius + 1, this.radius + 1, this.radius + 2, this.radius);
  }
  public boolean isBorderOpaque() {
    return false;
  }
  public void paintBorder(Component c, Graphics g, int x, int y, int width, int height) {
    Graphics2D g2d = (Graphics2D) g.create();
    g2d.setRenderingHint(RenderingHints.KEY_ALPHA_INTERPOLATION, RenderingHints.VALUE_ALPHA_INTERPOLATION_QUALITY);
    g2d.setRenderingHint(RenderingHints.KEY_ANTIALIASING, RenderingHints.VALUE_ANTIALIAS_ON);
    g2d.setRenderingHint(RenderingHints.KEY_COLOR_RENDERING, RenderingHints.VALUE_COLOR_RENDER_QUALITY);
    g2d.setRenderingHint(RenderingHints.KEY_DITHERING, RenderingHints.VALUE_DITHER_ENABLE);
    g2d.setRenderingHint(RenderingHints.KEY_FRACTIONALMETRICS, RenderingHints.VALUE_FRACTIONALMETRICS_ON);
    g2d.setRenderingHint(RenderingHints.KEY_INTERPOLATION, RenderingHints.VALUE_INTERPOLATION_BILINEAR);
    g2d.setRenderingHint(RenderingHints.KEY_RENDERING, RenderingHints.VALUE_RENDER_QUALITY);
    g2d.setRenderingHint(RenderingHints.KEY_STROKE_CONTROL, RenderingHints.VALUE_STROKE_PURE);
    g2d.setColor(Color.BLACK);
    //g2d.drawRoundRect(x, y, width - 1, height - 1, radius + 2, radius + 2);
    g2d.draw(getBorderShape(x, y, width - 1, height - 1));
    g2d.dispose();
  }
  //<ins>
  public Shape getBorderShape(int x, int y, int w, int h) {
    return new RoundRectangle2D.Double(x, y, w, h, radius + 2, radius + 2);
  }
  //</ins>
}