This book constitutes the proceedings of the 39th SGAI International Conference on Innovative Techniques and Applications of Artificial Intelligence, AI 2019, held in Cambridge, UK, in December 2019.The 29 full papers and 14 short papers presented in this volume were carefully reviewed and selected from 49 submissions. The volume includes technical papers presenting new and innovative developments in the field  as well as application papers  presenting innovative applications of AI techniques in a number of subject domains. The papers are organized in the following topical sections: machine learning; knowledge discovery and data mining; agents, knowledge acquisition and ontologies; medical applications; applications of evolutionary algorithms; machine learning for time series data; applications of machine learning; and knowledge acquisition.