This article is about the particular significance of the year 1939 to Wales and its people.

• Archbishop of Wales – Charles Green, Bishop of Bangor^[1]
• Archdruid of the National Eisteddfod of Wales
  • J.J. (outgoing)^[2]
  • Crwys (incoming)^[3]

• March–November - Aneurin Bevan is temporarily expelled from the Labour Party.
• 27 April - Ely Racecourse in Cardiff closes.^[4]
• 1 June - The submarine HMS Thetis sinks during trials in Red Wharf Bay, Anglesey. At least 98 men are lost.^[5]
• Late August - Most paintings evacuated from the National Gallery in London to Wales.
• 3 September - World War II: Declaration of war by the United Kingdom on Nazi Germany following the German invasion of Poland on 1 September.^[6]
• October - Construction at M. S. Factory, Valley in Flintshire of tunnels for storage of chemical weapons begins.
• The first war-time civilian evacuees arrive in Wales.
• Vickers-Armstrong opens an aircraft factory at Broughton, Flintshire, later taken over by De Havilland.^[7]
• The Urdd establishes Ysgol Gymraeg yr Urdd, the first-ever Welsh-medium primary school, at Aberystwyth. In its first year the school consists of just seven pupils and one teacher, Norah Isaac.
• A government report shows that seven of the thirteen Welsh counties have the highest incidence of tuberculosis in the whole of England and Wales.
• George Maitland Lloyd Davies becomes President of the pacifist group Heddychwyr Cymru.
• Talybont Reservoir in the Brecon Beacons is completed to supply Newport.
• Sea Roads is constructed in Penarth in the Modernist style.

• August - For the first time ever, both chair and crown are withheld at the National Eisteddfod.
• 4 October - Poets Lynette Roberts and Keidrych Rhys marry.^[8]
• John Roberts Williams becomes editor of Y Cymro.

• Ray Milland stars in Hotel Imperial and Beau Geste.
• Sheep Dog, featuring the shepherd Tom Jones of Treorchy^[9]

• At the outbreak of war, the BBC was to transmit a unified service, including programs in the Welsh language. One of the few Welsh-language broadcasts to survive is a daily bulletin of world news at 5 pm. It was broadcast before the daily news in English at 6pm.^[10]
• The BBC radio comedy series It's That Man Again begins its ten-year run. From 1940 to 1943 it will be broadcast from the BBC Wales studios in Bangor, Caernarvonshire, north Wales, where the BBC's Light Entertainment Department is temporarily based.

• Rugby union
  • 4 February – Leslie Manfield (one of only four players to represent Wales both before and after World War II) gains his first senior cap in the match between Wales and Scotland.

• 11 January - Phil Williams, politician (died 2003)^[11]
• 16 February - David Griffiths, portrait painter
• 8 March - Robert Tear, operatic tenor (died 2011)^[12]
• 16 March - Kenny Morgans, footballer
• 29 March - Ronnie Williams, actor and comedian (died 1997)
• 7 April - Keith Bradshaw, Wales international rugby player
• 8 June - Norman Davies, historian
• 17 June - Donald Anderson, Baron Anderson of Swansea, politician
• 17 July - Spencer Davis, born Spencer Davies, beat musician, multi-instrumentalist (died 2020 in the United States)
• 21 July - Frank Rankmore, footballer^[13]
• 24 September - Steve Gammon, footballer
• 29 September - Rhodri Morgan, First Minister of Wales (died 2017)
• 10 October - Neil Sloane, mathematician
• 8 November - Meg Wynn Owen, actress

• 27 January - Lewis Jones, miners' leader and novelist, 41^[14]
• 17 March - Owen Badger, Wales international rugby player, 67
• 24 March - Gwyn Nicholls, rugby player, 64^[15]
• 23 April - Morgan Jones, sitting MP for Llanelli, 52
• 29 April - Timothy Rees, Bishop of Llandaff, 64^[16]
• 14 June - Ivor Guest, 1st Viscount Wimborne, politician, 66^[17]
• 29 June - Sir Henry Stuart Jones, academic, 72^[18]
• 9 July - Charles Nicholl, Wales international rugby union player, 69
• 18 September - Gwen John, artist, 63^[19]
• 21 September - Sir John Lynn-Thomas, surgeon, 78
• 26 September - Leif Jones, politician, 77^[20]
• 7 November - Gwenllian Morgan, local politician, 87^[21]
• 2 December - Llewelyn Powys, writer, 55^[22]

• 1939 in Northern Ireland