The modern routing of NY 39 between Geneseo and Avon was originally designated as part of NY 36 in the mid-1920s. Around the same time, the piece between Pine Tavern and Geneseo became part of NY 35. In 1927, the portion of NY 35 between East Aurora and Geneseo and the segment of NY 36 from Geneseo to Avon were incorporated into US 20, a new cross-state U.S. Highway that continued east from Avon toward Albany and west from Pine Tavern toward Buffalo. As a result, NY 36 was truncated to its junction with US 20 in Leicester. In Avon, US 20 was routed on Wadsworth Avenue, Spring Street, and Genesee Street.