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Year 1040 (MXL) was a leap year starting on Tuesday (link will display the full calendar) of the Julian calendar.

• Spring – Nikephoros Dokeianos, Byzantine governor of the Catepanate of Italy, is murdered by Lombard rebels at Ascoli. He is replaced by Michael Dokeianos, who arrives in November with a Varangian army.
• August 22–23 – Battle at Brůdek: Duke Bretislav I of Bohemia defeats the German forces under King Henry III ("the Black") in the Bohemian Forest.
• Peter Delyan leads a rebellion against the Byzantine Empire and is proclaimed by the Bulgarian nobles as emperor (tsar) Peter II in Belgrade.
• The Emirate of Sicily is divided and fragmented into small fiefdoms. The Arab nobles of Palermo restore the regime of the Kalbids (approximate date).

• March 17 – King Harold Harefoot dies at Oxford at the age of 24. His illegitimate son Ælfwine Haroldsson is left in the care of his grandmother, Ælfgifu of Northampton.
• June 17 – Harthacnut lands at Sandwich and reclaims the throne of England which had been taken by Harald Harefoot in 1035.
• August 14 – King Duncan is killed in battle against his first cousin and rival Macbeth, who succeeds him as king of Scotland.

• May 23 – Battle of Dandanaqan: The Turkmen Seljuqs defeat the Ghaznavid forces (50,000 men) led by Sultan Mas'ud I at Dandanaqan, a fortress city in the desert near Merv. Ghaznavid commanders Ali Daya and Begtoghdi are blamed for the defeat and executed.

• Weihenstephan Abbey (Kloster Weihenstephan) in Germany, founds the oldest operating brewery.
• The Shalu Monastery is founded by the Buddhist monk Chetsun Sherab Jungnay in Tibet.

• February 22 – Rashi, French rabbi and writer (d. 1105)
• July 12 – Yun Kwan, Korean general (d. 1111)
• Adelaide of Hungary, duchess of Bohemia (d. 1062)
• Alan Rufus, Norman nobleman (approximate date)
• Alfonso VI, king of León and Castile (approximate date)
• Al-Mu'tamid ibn Abbad, Abbadid emir of Seville (d. 1095) (approximate date)
• Arnold of Soissons, French bishop (approximate date)
• Blessed Gerard, founder of the Knights Hospitaller (d. 1120) (approximate date)
• Bonfilius, bishop of Foligno (approximate date)
• Conrad I, count of Luxembourg (approximate date)
• Ernulf, French Benedictine monk and bishop (d. 1124)
• Gebhard III, bishop of Constance (approximate date)
• Geoffrey III, Count of Anjou, French nobleman (approximate date)
• Géza I (Magnus), king of Hungary (approximate date)
• Guglielmo Embriaco, Genoese merchant (d. 1102) (approximate date)
• Haziga of Diessen, German countess (approximate date)
• Harald III, king of Denmark (approximate date)
• Herman I, margrave of Baden (approximate date)
• Hugh I, French nobleman (approximate date)
• Hugh of Die, French bishop (approximate date)
• Ibn Aqil, Persian theologian and jurist (d. 1119) (approximate date)
• Ida of Lorraine, French countess (approximate date)
• Ivo of Chartres, French bishop (approximate date)
• Ladislaus I, king of Hungary (approximate date)
• Oddone Frangipane, Italian monk and hermit (d. 1127)
• Odo I of Furneaux (or Eudes), French nobleman (d. 1086)
• Roger I of Sicily, Norman nobleman (approximate date)
• Sikelgaita, Lombard duchess of Apulia (d. 1090)
• Wulfnoth Godwinson, English nobleman (d. 1094)
• Xiao Guanyin, Chinese empress consort of the Liao dynasty (d. 1075)
• Zayn al-Din Gorgani, Persian physician (d. 1136) (approximate date)

• January 17 – Mas'ud I, Ghaznavid sultan (b. 998)
• March 3 – Cunigunde, Holy Roman Empress
• March 17 – Harold Harefoot, king of England^[1]
• May 29 – Renauld I, French nobleman
• June 21 – Fulk III, French nobleman (b. 970)
• August 14 – Duncan I, king of Scotland^[2]
• October 1 – Alan III, duke of Brittany (b. 997)
• Abu Hashim al-Hasan, Zaidi imam and ruler of Jemen
• Abu Nasr Mushkan, Persian statesman (or 1039)
• Ali Daya, Ghaznavid commander-in-chief, executed
• Begtoghdi, Ghaznavid commander-in-chief, executed
• Bertha of Milan, Lombard duchess (approximate date)
• Dietrich I, bishop of Meissen (approximate date)
• Gilbert, Count of Brionne, Norman nobleman (approximate date)
• Helias of Cologne, Irish abbot and musician
• Hugh, Italian nobleman (approximate date)
• Hugh I, count of Empúries and Peralada
• Ibn al-Haytham, Arab astronomer (approximate date)
• John V, duke of Gaeta (approximate date)
• Maria of Amalfi, Lombard duchess (approximate date)
• Nikephoros Dokeianos, Byzantine general
• Unsuri, Persian poet and writer (or 1039)
• Yeshe-Ö, Tibetan lama-king (approximate date)