diff --git a/CHANGELOG.md b/CHANGELOG.md
new file mode 100644
index 0000000..bad00a8
--- /dev/null
+++ b/CHANGELOG.md
@@ -0,0 +1,9 @@
+# Change Log
+A summary of significant changes within each version of `gitlab-art`.
+
+## v0.4.0
+- ENH: Added support for downloading and installing artifacts during CI using GitLab job tokens via `-t, --token-type` option of "art configure".
+- ENH: New `-k, --keep-empty-dirs` option of "art install" will preserve empty directories when installing a directory tree from an archive.
+- ENH: The install command will download artifacts when necessary, eliminating the need for an explicit "art download".
+- ENH: Improve the quality of error messages caused by some common configuration or environmental issues.
+- BUG: Report failures when an install request did not match a file in the downloaded archive.
diff --git a/art/__init__.py b/art/__init__.py
index ee7e9ba..890963b 100644
--- a/art/__init__.py
+++ b/art/__init__.py
@@ -1,2 +1,2 @@
-__version_info__ = (0, 3, 1)
+__version_info__ = (0, 4, 0)
 __version__ = '.'.join(str(x) for x in __version_info__)