NY 39 was assigned as part of the 1930 renumbering of state highways in New York to an alignment extending from Dunkirk in the west to Geneva in the east via Pike, Dansville, and Naples.

US 20 was realigned between Geneseo and East Avon c. 1931 to follow a more easterly alignment via Lakeville, at which time the Geneseo–Avon highway became New York State Route 20D.

[3] NY 39 begins at an intersection with US 20 at the southern extent of the town of Sheridan, located northeast of the village of Fredonia and southeast of the city of Dunkirk.

Heading east, NY 39 passes farmland and other undeveloped areas as it intersects a number of Chautauqua County routes.

Across the county line, NY 39 enters the hamlet of Perrysburg, centered around the route's junction with CR 58, locally known as North Road.

[5] To the east, NY 39 briefly turns northward before following West Main Street eastward into the creekside village of Gowanda.

It continues east to the village's business district, located adjacent to Cattaraugus Creek, where the route intersects US 62.

Past the hamlet, NY 39 heads generally northeastward across 8 miles (13 km) of open areas to the village of Springville.

[7] The route continues on, meeting NY 240 at the eastern village line before proceeding into another rural area dominated by farmlands.

From Springville to Yorkshire, NY 39 closely parallels the northern bank of Cattaraugus Creek as it heads to the northeast.

They split just south of the creek in the town of Yorkshire, at which point NY 39 heads east for 0.8 miles (1.3 km) to enter Wyoming County.

[4] In the neighboring village of Arcade, NY 39 remains Main Street, acting as the primary east–west road through town.

The route continues on through the lightly developed western half of Arcade, crossing the ARA a second time before both reach the more populated village center.

After another 0.5 miles (0.8 km), Arcade abruptly ends, giving way to more fields of farmland, a common sight along NY 39 from here eastward.

Between Castile and the village of Perry, NY 39 assumes a slightly more northerly alignment, paralleling the edges of Silver Lake a half-mile to the northwest and Letchworth State Park 2 miles (3.2 km) to the southeast.

The two routes fuse together and head northeast to Leicester, where they descend into a valley surrounding the Genesee River and form a short concurrency with NY 36 in the village center.

They serve Cuylerville, a small hamlet on the outskirts of Leicester, before crossing over the Genesee River and climbing the eastern face of the valley to reach a junction with NY 63.

North of the plant, the route heads past residential neighborhoods to the west and commercial establishments situated on the Livonia, Avon and Lakeville Railroad (LAL) to the east.