The heat in Madras curry powder that you would buy in a store or online comes from chili peppers. Pre-packaged curry powder of Indian origin is sometimes also referred to as yellow curry in Western countries but is a different blend of spices from Thai yellow curry. While curry powder blends tend to differ from maker to maker, Madras curry powder tends to have more: SPICEography Showdown when compared to standard curry powder. Madras curry or Madras sauce is a fairly hot curry sauce, red in colour and with heavy use of chili powder. Some of the common powders include red curry, green curry, yellow curry, Madras curry, and sweet curry powder. this link is to an external site that may or may not meet accessibility guidelines. Madras Curry Powder. In India every person varies the number and quantity of spices they used.