This article is about the particular significance of the year 1840 to Wales and its people.

• Lord Lieutenant of Anglesey – Henry Paget, 1st Marquess of Anglesey^[1][2][3][4]
• Lord Lieutenant of Brecknockshire – Penry Williams^[5][6]
• Lord Lieutenant of Caernarvonshire – Peter Drummond-Burrell, 22nd Baron Willoughby de Eresby^[7]
• Lord Lieutenant of Cardiganshire – William Edward Powell^[2]
• Lord Lieutenant of Carmarthenshire – George Rice, 3rd Baron Dynevor
• Lord Lieutenant of Denbighshire – Sir Watkin Williams-Wynn, 5th Baronet (until 6 January); Robert Myddelton Biddulph (from 8 February)^[8]
• Lord Lieutenant of Flintshire – Robert Grosvenor, 1st Marquess of Westminster^[9]
• Lord Lieutenant of Glamorgan – John Crichton-Stuart, 2nd Marquess of Bute^[10]
• Lord Lieutenant of Merionethshire – Sir Watkin Williams-Wynn, 5th Baronet (until 6 January); Edward Lloyd-Mostyn, 2nd Baron Mostyn (from 25 January)^[11]
• Lord Lieutenant of Monmouthshire – Capel Hanbury Leigh^[12]
• Lord Lieutenant of Montgomeryshire – Edward Herbert, 2nd Earl of Powis^[13]
• Lord Lieutenant of Pembrokeshire – Sir John Owen, 1st Baronet^[14]
• Lord Lieutenant of Radnorshire – George Rodney, 3rd Baron Rodney^[15][2][16]

• Bishop of Bangor – Christopher Bethell^[17][18]
• Bishop of Llandaff – Edward Copleston^[19]
• Bishop of St Asaph – William Carey^[20][21][19]
• Bishop of St Davids – John Jenkinson (until 7 July); Connop Thirlwall (from 9 August)^[22][19][23]

• 1 January - Trial of Chartists John Frost, Zephaniah Williams and William Jones for their part in the Newport Rising of 1839 continues at Monmouth^[24] before Chief Justice Tindal. This is the first trial where proceedings are recorded in shorthand.
• 16 January - Frost, Williams and Jones are all found guilty of high treason for their part in the Chartist riots,^[25] and are sentenced to death - the last time the sentence of hanging, drawing and quartering is passed in the United Kingdom, although following a nationwide petitioning campaign and, extraordinarily, direct lobbying of the Home Secretary by the Lord Chief Justice, it is commuted to transportation for life (and Frost is much later pardoned).
• 5 June - Joseph Brown is appointed Vicar Apostolic of the Roman Catholic District of Wales, being consecrated as a bishop on 28 October.
• 8 October - Taff Vale Railway is officially opened, the first steam-worked passenger railway in Wales, running from Cardiff docks to Navigation House at Abercynon via the Cardiff station known in modern days as Queen Street.^[26][27] Public service begins the following day.
• 30 October - First branch of the Church of Jesus Christ of Latter-day Saints in Wales formed in Flintshire.^[28]
• 18 November - The paddle steamer City of Bristol is wrecked at Llangennith, Gower, drowning about 22 people.^[29]
• Approximate date - Rebuilding of Gregynog Hall with extensive use of concrete begins.^[30]

• An eisteddfod is held at Liverpool.

• 7 February - Charles Warren, military and police officer and archaeologist (died 1927)^[32]
• 21 June - Sir John Rhŷs, educationist (died 1915)
• 16 September - Alfred Thomas, 1st Baron Pontypridd (died 1927)
• 29 November - Rhoda Broughton, novelist (died 1920)^[33]
• 3 December - Francis Kilvert, diarist (died 1879)^[34]
• 5 December - John E. Jones, governor of Nevada (died 1896)
• 17 December - Matthew Vaughan-Davies, 1st Baron Ystwyth, politician (died 1935)

• 6 January - Sir Watkin Williams-Wynn, 5th Baronet, politician and soldier, 67^[35]
• 17 March - William Williams of Wern, 58^[36]
• 19 May - John Blackwell (Alun), poet, 42?
• 7 July - John Jenkinson, Bishop of St Davids, 58^[37]

17 December - George Hay Dawkins-Pennant, politician, 76^[38]

• 1840 in Ireland