SH 39 was originally proposed in 1919 as a route stretching from Brownfield to Greenville. It has been extended northeast to Paris in 1926, replacing portions of SH 34. In 1926, its western terminus was moved to Jacksboro when the route west of Jacksboro had been renumbered as parts of SH 84, SH 18, SH 120, and SH 24. Construction had begun by 1931, but the entire route had been renumbered as a part of SH 24. Instead, SH 39 was redesignated to a proposed route from Medina to just north of Leakey. By 1936 it was rerouted to its present-day route.