diff --git a/docs/conf.py b/docs/conf.py
index 213eaff..9ba306a 100644
--- a/docs/conf.py
+++ b/docs/conf.py
@@ -4,7 +4,7 @@
 sys.path = [".", ".."] + sys.path
 
 project = "AutoGluon-Cloud"
-release = "0.3.1"
+release = "0.4.0"
 copyright = "2023, All authors. Licensed under Apache 2.0."
 author = "AutoGluon contributors"
 
diff --git a/docs/versions.rst b/docs/versions.rst
index 00d8b61..92c8620 100644
--- a/docs/versions.rst
+++ b/docs/versions.rst
@@ -3,8 +3,9 @@ Available Documentation for AutoGluon-Cloud
 
 Web-based documentation is available for versions listed below:
 
-- `AutoGluon 0.3.2 (dev) documentation <https://auto.gluon.ai/cloud/dev/index.html>`_
-- `AutoGluon 0.3.1 (stable) documentation <https://auto.gluon.ai/cloud/stable/index.html>`_
+- `AutoGluon 0.4.1 (dev) documentation <https://auto.gluon.ai/cloud/dev/index.html>`_
+- `AutoGluon 0.4.0 (stable) documentation <https://auto.gluon.ai/cloud/stable/index.html>`_
+- `AutoGluon 0.3.1 documentation <https://auto.gluon.ai/cloud/0.3.1/index.html>`_
 - `AutoGluon 0.3.0 documentation <https://auto.gluon.ai/cloud/0.3.0/index.html>`_
 - `AutoGluon 0.2.0 documentation <https://auto.gluon.ai/cloud/0.2.0/index.html>`_
 - `AutoGluon 0.1.0 documentation <https://auto.gluon.ai/cloud/0.1.0/index.html>`_
diff --git a/docs/whats_new/v0.4.0.md b/docs/whats_new/v0.4.0.md
new file mode 100644
index 0000000..0ae3f30
--- /dev/null
+++ b/docs/whats_new/v0.4.0.md
@@ -0,0 +1,18 @@
+# Version 0.4.0
+
+We are excited to present the AutoGluon-Cloud 0.4.0 release. This release brings up compatibility with AutoGluon 1.1.0, and minor fixes in TimeSeriesCloudPredictor API and documentation. As always, we encourage you to try this new release and share your feedback!
+
+
+## Updates and Improvements:
+* Simplify TimeSeriesCloudPredictor API by @shchur in https://github.com/autogluon/autogluon-cloud/pull/105
+* Update dependencies to align with AutoGluon 1.1.0 by @suzhoum in https://github.com/autogluon/autogluon-cloud/pull/110
+
+
+## Tutorial Enhancements:
+* Minor fixes to the documentation by @shchur in https://github.com/autogluon/autogluon-cloud/pull/104
+
+
+Explore more in our updated [tutorial](https://auto.gluon.ai/cloud/0.4.0/index.html).
+
+
+As always, we thank our community for their ongoing support and contributions. We look forward to your feedback on AutoGluon-Cloud 0.4.0!