Kentucky Route 1039 is a 7.113-mile state highway in Kentucky that runs from KY 465 northwest of Sparta to SR 101 at the Indiana state line west of Warsaw on the Markland Dam Bridge.

Past this interchange, the road continues north through a mix of fields and woods with some development, coming to an intersection with KY 1130 (Speedway Boulevard), which provides access to Kentucky Speedway.

KY 1039 continues north through more rural areas and comes to an interchange with US 42 west of Warsaw.

Following this, the road crosses over the Ohio River on the Markland Dam Bridge.

Here, KY 1039 comes to its northern terminus at the Indiana border, where it continues as SR 101.