Route 39 was established as part of the 1932 [state highway renumbering |1932 state highway renumbering] and originally connected Route 37 in New Fairfield and Route 55 in Sherman. The Danbury to New Fairfield portion was then known as Route 100. In 1934, Route 39 was extended west from New Fairfield center to the New Yorkstate line on the Danbury-New Fairfield town line. At the same time, Route 100 was renumbered to Route 37A. In 1963, Route 37A was deleted and was assigned as a southward extension of Route 39. The former section to the New York line was redesignated as State Road 839.