KY 40 ends in Martin County at an intersection with KY 292 and an access bridge to US 52 at the West Virginia state line.

KY 40 originally extended west to Frankfort.

US 460 replaced the entire route west of Paintsville in the 1940s.

Around 1980, it was moved onto a new alignment east of Salyersville, and KY 40 was extended back west.

According to songwriter Larry Cordle, "A lot of people who hear it think it's about Interstate 40, which runs right through Nashville, but I actually wrote it about that little state highway in Kentucky.