diff --git a/CHANGELOG.md b/CHANGELOG.md
index b56a5d680..16ade69c8 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -5,6 +5,8 @@ All notable changes to this project will be documented in this file.
 This project adheres to [Semantic Versioning](http://semver.org/).
 
 ## [Unreleased]
+
+## v0.4.0
 ### Added
 - This CHANGELOG file!
 - Docs are now up on [readthedocs][rtd].
diff --git a/datascience/version.py b/datascience/version.py
index 89d7e2955..abeeedbf5 100644
--- a/datascience/version.py
+++ b/datascience/version.py
@@ -1 +1 @@
-__version__ = '0.3.dev22'
+__version__ = '0.4.0'