Transmission properties of the periodic dielectric waveguide (PDWG) formed by aligning a sequence of dielectric cylinders in air are investigated theoretically. Unlike photonic crystal waveguides (PCWs), light confinement in a PDWG is due to total internal reflection. Besides, the dispersion relation of the guided modes is strongly influenced by the dielectric periodicity along the waveguide. The band structure for the guided modes is calculated using a finite-difference time-domain (FDTD) method. The first band is used for guiding light, which makes PDWG single mode. Transmission is calculated using the multiple scattering method for various S shaped PDWGs, each containing two opposite bends. When PDWG operates in appropriate frequency ranges, high transmission (above 90%) is observed, even if the radius of curvature of the bends is reduced to three wavelengths. This feature indicates that the guiding ability of PDWG can be made better than the conventional waveguide when used in an optical circuit. In addition, PDWG has the advantage that it can be bent to any arbitrary shape while still preserves the high transmission, avoiding the geometric restriction that PCW is subject to.