The 1939 Estonian Cup () was the second season of the Estonian football knockout tournament. 11 teams took part of the competition. In the final, played on 30 August in Kadriorg Stadium in Tallinn, Tallinna Jalgpalliklubi won 4–1 over ESS Kalev Tallinn.
Preliminary round
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Quarter-finals
Semi-finals
Final
References Estonian Cup 1939 at RSSSF