diff --git a/HISTORY.md b/HISTORY.md
index 3b0dec5e2..c07f06cb8 100644
--- a/HISTORY.md
+++ b/HISTORY.md
@@ -1,5 +1,7 @@
 # DynamicPPL Changelog
 
+## 0.40
+
 ## 0.39.1
 
 `LogDensityFunction` now allows you to call `logdensity_and_gradient(ldf, x)` with `AbstractVector`s `x` that are not plain Vectors (they will be converted internally before calculating the gradient).
diff --git a/Project.toml b/Project.toml
index d869026e9..1b899c906 100644
--- a/Project.toml
+++ b/Project.toml
@@ -1,6 +1,6 @@
 name = "DynamicPPL"
 uuid = "366bfd00-2699-11ea-058f-f148b4cae6d8"
-version = "0.39.1"
+version = "0.40"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
diff --git a/benchmarks/Project.toml b/benchmarks/Project.toml
index 523889a7a..95d905da6 100644
--- a/benchmarks/Project.toml
+++ b/benchmarks/Project.toml
@@ -24,7 +24,7 @@ DynamicPPL = {path = "../"}
 ADTypes = "1.14.0"
 Chairmarks = "1.3.1"
 Distributions = "0.25.117"
-DynamicPPL = "0.39"
+DynamicPPL = "0.40"
 Enzyme = "0.13"
 ForwardDiff = "1"
 JSON = "1.3.0"
diff --git a/docs/Project.toml b/docs/Project.toml
index 10a4a5c8a..d5fa9a637 100644
--- a/docs/Project.toml
+++ b/docs/Project.toml
@@ -21,7 +21,7 @@ Accessors = "0.1"
 Distributions = "0.25"
 Documenter = "1"
 DocumenterMermaid = "0.1, 0.2"
-DynamicPPL = "0.39"
+DynamicPPL = "0.40"
 FillArrays = "0.13, 1"
 ForwardDiff = "0.10, 1"
 JET = "0.9, 0.10, 0.11"