Yes, countries occupied by the USSR were considered to be behind the Iron Curtain. The concept of the "Iron Curtain" comes from a speech given by Winston Churchill in 1946, which was one of the first strong condemnations from the West of the USSR's growing authoritarian dominance in Europe.

In his speech, he's pretty clear about where the Iron Curtain is:

From Stettin in the Baltic to Trieste in the Adriatic an "Iron Curtain" has descended across the continent. Behind that line lie all the capitals of the ancient states of Central and Eastern Europe. Warsaw, Berlin, Prague, Vienna, Budapest, Belgrade, Bucharest and Sofia; all these famous cities and the populations around them lie in what I must call the Soviet sphere, and all are subject, in one form or another, not only to Soviet influence but to a very high and in some cases increasing measure of control from Moscow.

At the time of the speech, Vienna, Austria was behind the Iron Curtain, because Austria was divided into occupation zones similar to Germany until 1955. Churchill also identifies Belgrade, Yugoslavia as behind the Iron Curtain, because Tito only rejected Soviet influence in 1948.