A theory of self-propelled particles is developed in such a way that the particles can be deformed from a circular shape when the propagating velocity is finite. A coupled set of equations in terms of the velocity and a tensor variable is introduced to represent the motion of a deformed particle. It is shown that there is a bifurcation from a straight motion to a circular motion by increasing the propagating velocity. The dynamics of assembly of the particles is studied numerically in two dimensions imposing a global interaction such that the elongated particles tend to undergo an orientational order.