In the present paper the authors introduce the exponential integral transform and the complementary error transform, then it is shown that the third iterate of the Laplace transform is the exponential integral transform and a modified third iterate of the Laplace transform is the complementary error transform. Some identities involving these new transforms, the Laplace transform and the Stieltjes transform are given. Using the identities, Parseval-Gold stein type results involving these transforms are proved. Some illustrative examples are also given. (c) 2006 Elsevier Inc. All rights reserved.