Combine melted butter, honey, mustard, curry powder, and cayenne powder in a large bowl; mix well. Place chicken breasts in a 9x13-inch baking dish and pour honey-mustard mixture over chicken. Cover the dish with aluminum foil and marinate in the refrigerator for at least 4 hours or overnight.

Preheat the oven to 375 degrees F (190 degrees C).

Bake the foil-covered dish in the preheated oven for 10 minutes. Remove the foil and continue baking until chicken is no longer pink and the juices run clear, about 10 more minutes. An instant-read thermometer inserted into the center should read at least 165 degrees F (74 degrees C).