The file d3dx9_39.dll is one of the many files contained in the Microsoft DirectX software collection. This means that problems with d3dx9_39.dll are somehow caused by a problem with Microsoft DirectX.
Since DirectX is used by most Windows-based games and advanced graphics programs, errors usually only occur with these programs.
What causes ‘d3dx9_39.dll missing’?
Sometimes a virus attack on your computer can be very fatal and damage DirectX and many other system files. Because of these corrupted system files, your computer can no longer function properly.