diff --git a/CHANGELOG b/CHANGELOG
index f3794a8a3..518d28bf3 100644
--- a/CHANGELOG
+++ b/CHANGELOG
@@ -1,6 +1,20 @@
 CHANGELOG
 =========
 
+3.0.39: 2023-07-04
+------------------
+
+Fixes:
+- Fix `RuntimeError` when `__breakpointhook__` is called from another thread.
+- Fix memory leak in filters usage.
+- Ensure that key bindings are handled in the right context (when using
+  contextvars).
+
+New features:
+- Accept `in_thread` keyword in `prompt_toolkit.shortcuts.prompt()`.
+- Support the `NO_COLOR` environment variable.
+
+
 3.0.38: 2023-02-28
 ------------------
 
diff --git a/docs/conf.py b/docs/conf.py
index 08b32215e..550d097f5 100644
--- a/docs/conf.py
+++ b/docs/conf.py
@@ -50,9 +50,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = "3.0.38"
+version = "3.0.39"
 # The full version, including alpha/beta/rc tags.
-release = "3.0.38"
+release = "3.0.39"
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.
diff --git a/src/prompt_toolkit/__init__.py b/src/prompt_toolkit/__init__.py
index bbe820bee..0f7507045 100644
--- a/src/prompt_toolkit/__init__.py
+++ b/src/prompt_toolkit/__init__.py
@@ -27,7 +27,7 @@
 from .shortcuts import PromptSession, print_formatted_text, prompt
 
 # Don't forget to update in `docs/conf.py`!
-__version__ = "3.0.38"
+__version__ = "3.0.39"
 
 assert pep440.match(__version__)