diff --git a/.bumpversion.cfg b/.bumpversion.cfg
index abe6c79..5661783 100644
--- a/.bumpversion.cfg
+++ b/.bumpversion.cfg
@@ -1,5 +1,5 @@
 [bumpversion]
-current_version = 0.3.0
+current_version = 0.4.0
 commit = True
 tag = True
 tag_name = {new_version}
diff --git a/CHANGES.rst b/CHANGES.rst
index dffa5b0..0646125 100644
--- a/CHANGES.rst
+++ b/CHANGES.rst
@@ -1,10 +1,11 @@
 Changes
 =======
 
-TBR
----
+0.4.0 (2022-09-20)
+------------------
 
-* Require to install ``Brotli`` as a dependency.
+* Require to install ``Brotli`` as a dependency. This changes the requests to
+  have ``Accept-Encoding: br`` and automatically decompress brotli responses.
 
 0.3.0 (2022-07-29)
 ------------------
diff --git a/docs/conf.py b/docs/conf.py
index f0b95be..8ea7b56 100644
--- a/docs/conf.py
+++ b/docs/conf.py
@@ -24,7 +24,7 @@
 # The short X.Y version
 version = u''
 # The full version, including alpha/beta/rc tags
-release = u'0.3.0'
+release = u'0.4.0'
 
 
 # -- General configuration ---------------------------------------------------
diff --git a/zyte_api/__version__.py b/zyte_api/__version__.py
index 0404d81..abeeedb 100644
--- a/zyte_api/__version__.py
+++ b/zyte_api/__version__.py
@@ -1 +1 @@
-__version__ = '0.3.0'
+__version__ = '0.4.0'