NY 239 was about 3 miles (5 km) in length and named Exchange Street.

When NY 239 was assigned as part of the 1930 renumbering of state highways in New York, it extended eastward to the Wyoming County village of Attica.

NY 239 was truncated to Marilla in 1949 and removed from the state highway system completely in September 1980 as a result of a highway maintenance swap between the state of New York and Erie County earlier that year.

Running at about a height of 900 feet (270 m) above sea level, NY 239 crossed into the town of Alden and continued toward downtown.

Inside the village, it passed the Buffalo Water Filtration Plant to the west and crossed the Conrail-owned Southern Tier Line.