A factory conversion barrel maybe best but you can use a factory 9mm barrel. The downside is you may have some shaking/wobble with the 9mm mags in the frame.

Member Nipper did a reply to this years ago and here it is:
My understanding is that to use .357 Sig in a P239 .40, both a .357 Sig barrel and .357 mags must be used. The P239 is the only Sig classic P-series that does not have a common .40/.357 mag.

Many, including myself, have found the following to work with a P239 .40:

1) A Sig OEM 9 mm barrel can be used. This is a native 9 mm barrel...NOT a "conversion" barrel. Sig has no position on this, but it does work reliably. It is the only classic P-series .40 that does not need a true conversion barrel.

2) Sig 9 mm mags can be used. They are slightly narrower than .40 work mags and may rattle slightly, but workjust fine.

3) I also use my .40 mags with 9 mm. They also are reliable. Go figure.

4) You can use the Sig "Plus 1" mag kit on the .40 and 9 mm mags. Both are reliable with either caliber. Again, note that Sig recommends the kit only for the .40. No idea why they don't include the 9 mm mags. They will work on the 9 mm.

Basically, I have done everything not officially recommended for the P239. All I know is it still works.

One other item to add...

P239 grip and frame in 357/40 is different than the 9mm frame in that the mag well is slightly larger to accommodate the 357/40 mags.. in other words you can't convert a 9mm p239 to either 357 sig or 40 because the magazines won't go into the smaller grip hole.... but you can go the other way... converting a P239 in 357/40 to 9mm.

quote:

Originally posted by patw:
My understanding is that to use .357 Sig in a P239 .40, both a .357 Sig barrel and .357 mags must be used. The P239 is the only Sig classic P-series that does not have a common .40/.357 mag.
...

This is partly correct.
While the P239 does not have the .40/.357 mags, .357sig will work in a .40 mag. I believe the revers is true, in that .40 will not work in .357sig mags as they are pinched in front to give support to the shoulder of the bottle necked round. To keep bullet setback from occurring.
My understanding anyway as while I have a couple .357sig mags in packaging, I've used the .40 mags at the range.

you are right dsiets.... 357s will work in a 40 mag but not the other way around because of the 'dent' in the 357 mag. I really think Sig kind of over thought this... or possibly did it on purpose just to confuse us more....