When Is Warhammer 40,000 Set?

As the name implies, 40K is set in the 41st millennium. A dark future where, as the series’ tagline dutifully tells us, “there is only war,” the game takes place in a galaxy torn apart both metaphorically and physically by mass conflict between the forces of humanity, which has developed into a fanatically religious, xenophobic authoritarian society called the Imperium of Man and colonized thousands of star systems.
They have done so under the guidance of a mysterious, revered leader known only by his title, the God-Emperor, a former formidable warrior and powerful psychic who has lived and guided humankind for thousands and thousands of years. He continues to rule from humanity’s homeworld, Terra, as a decaying, half-dead withered husk plugged into “the Golden Throne,” a vast machine that sustains the Emperor’s life-force through daily sacrifice.