HH39 is the group of Herbig-Haro (HH) objects associated with the young semi-stellar object R Monocerotis (R Mon) and the variable reflection nebula NGC 2261. An R CCD frame and a B prime focus plate of the region show a filament connecting NGC 2261 with HH39, confirming the association between R Mon and the HH objects. This filament is probably composed of emission material. The southern knot in HH39 has brightened over the last 20 years; its proper motion has been determined and is similar to that of the other knots. A total of 8 knots can be distinguished in HH39 surrounded by diffuse nebulosity. High resolution spectroscopy of the Hα and [N II] emission lines shows the spatial variation of the radial velocity structure over the largest knots (HH39 A and C). Distinct differences in excitation and velocity structure between the knots are apparent. The observations are compatible with the knots being high velocity ejecta from R Mon, decelerated by interaction with ambient material and with bow shocks on their front surfaces.