During the 1939–40 English football season, Brentford competed in the Football League, playing three matches before competitive football was suspended due to the outbreak of the Second World War. The club played in three unofficial wartime competitions for the remainder of the season – groups B and C of the Football League South and the London War Cup.

After narrowly avoiding relegation towards the end of the 1938–39 season, Brentford manager Harry Curtis released full back Joe Wilson, half backs Sam Briddon, Tally Sneddon and amateur forwards Maurice Edelston and Jackie Gibbons. Curtis signed young Sunderland inside forward Percy Saunders and brought in former Manchester United wing half Tom Mansley as his new captain. The season opened with a heavy 5–1 Football League Jubilee Trophy defeat to neighbours Chelsea on 19 August 1939. Brentford began the regular season with a win, a draw and a defeat before competitive football was suspended following Britain's declaration of war on Germany on 3 September 1939. Percy Saunders, who had scored on his debut on the opening day, would become the only pre-war Brentford player to die on active service during the war, when his ship was torpedoed in the Indian Ocean in March 1942.