here is an example on spinner style same could be applicable on progress bar, if you need to use a drawable file you could use it as a background as suggested bellow:
<!-- Border for spinners-->
    <style name="spinner_style" parent="AppBaseTheme">
        <item name="android:background">@drawable/bg</item>
        <item name="android:layout_marginLeft">10dp</item>
        <item name="android:layout_marginRight">10dp</item>
        <item name="android:layout_marginBottom">10dp</item>
        <item name="android:paddingLeft">8dp</item>
        <item name="android:paddingTop">5dp</item>
        <item name="android:paddingBottom">5dp</item>
        <item name="android:popupBackground">#CECCCD</item>
    </style>
bg.xml
<?xml version="1.0" encoding="utf-8"?>
<selector xmlns:android="http://schemas.android.com/apk/res/android">
    <item><layer-list>
        <item><shape>
            <gradient android:angle="90" android:endColor="#ebebeb" android:startColor="#ebebeb" android:type="linear" />
            <stroke android:width="2dip" android:color="#32CD32" />
            <corners android:radius="10dip"/>
            <padding android:bottom="3dp" android:left="3dp" android:right="3dp" android:top="3dp" />
        </shape></item>
        <item ><bitmap android:gravity="bottom|right" android:src="@drawable/arrow" />
        </item>
    </layer-list></item>
</selector>  
arrow: 

Hope this will help.