We construct a canonical geometric rough path over
d-dimensional tempered fractional Brownian motion (tfBm) for any Hurst parameter
H>1/4 and tempering parameter
λ>0. The main challenge stems from the non-homogeneous nature of the tfBm covariance, which exhibits a power-law structure at small scales and exponential decay at large scales. Our primary contribution is a detailed analysis of this covariance, proving it has finite 2D
ρ-variation for
ρ=1/(2H). This verifies the criterion of Friz and Victoir, guaranteeing the existence of a rough path lift. We then provide an explicit construction of the rough path
BH,λ=(BH,λ,BH,λ) via
L2-limits, establishing its basic properties with explicit constants
C(H,λ,T). As direct consequences, we obtain: (i) a complete characterization of integration regimes, with Young integration applicable for
H>1/2 and rough path theory necessary and sufficient for
H∈(1/4,1/2]; (ii) the well-posedness of rough differential equations driven by tfBm; and (iii) the foundation for signature calculus for tfBm, including the existence and factorial decay of the signature. Numerical experiments confirm the theoretical convergence rates
O(N−2H) for the Lévy area approximation and
O(n−H) for the associated Milstein scheme. This work provides the first comprehensive pathwise framework for stochastic calculus with tfBm.