The TV speakers are not automatically shut off. Usually in the Audio Menu, there is an option for "External" or "Internal" speakers. If you'd like to send your audio to a receiver or Home Theater system, it's recommended to use the "External" option.
If the television has a headphone jack, marked with the headphone logo, then the audio would be automatically cut. That said, we don't offer a 39" model with a headphone jack, so the prior method would be advised.
Thanks for your interest in Samsung televisions.
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