The ball was auctioned on Internet site e-bay and purchased by an unknown bidder.
Proceeds from the auction will go to the Australian Test legspinner's charity, the Shane Warne Foundation, which was launched last month and helps seriously-ill and underprivileged children.
Warne equalled Sri Lankan Muttiah Muralitharan's world record on July 13 when he claimed his 527th Test wicket, against Sri Lanka in Cairns.
Warne was elated with the news and said from England where he is playing County cricket with Hampshire: "I can't believe it, it's absolutely fantastic."
"That price -- I was very happy when it was 20,000 dollars ($ 14,000) -- I was over the moon, but let alone to get up to over 40,000 dollars is fantastic.
"Hopefully if Murali keeps taking his wickets and I can keep taking a few and just keep nudging ahead of him that would be fantastic, but I might never get that chance again to be the equal world record-holder.
"That might be the one and only time, so the lucky person who bought that ball might have something that will be pretty special over the years."