Of the 40 million units, 10.97 million shipped to Japan, 17.01 million to the United States and 12.06 million to Europe.
Sony is to solidify its leadership position and widen the gap with Microsoft's Xbox and Nintendo's GameCube.
Xbox, launched more than a year after PlayStation 2, has struggled to gain a foothold in the competitive gaming market.
Weekly Famitsu, a major Japanese game publication, said Microsoft has sold 274,000 Xboxes since debuting in Japan on Feb. 22. Nintendo has sold 1.57 million GameCubes in Japan since its launch in September 2001.
To shore up sales, Microsoft said Thursday it would unveil five new software titles for Xbox at the Tokyo Game Show, which kicks off Friday.
The U.S. software giant said it plans to showcase 18 games, including five new ones and two online games.
The new five titles includes "Battlefield Pizza Girl'' whose content has yet not been revealed, fighting game "The Wild Rings'' and "Natural Ultimate Digital Experiment (N.U.D.E.),'' in which a player assumes the role of a caretaker of a girl, who then develops her own character and emotions.
The two online games are "True Fantasy Live Online,'' an adventure game set in a fantasy world, and fishing game "Fishing Live Online.''