You have to take that in context with the first half of the chapter of walking in the Spirit vs. walking by the flesh.
If you continue to walk by the Spirit then nothing will or can separate you from the love of God, however if you walk by the flesh then you are already separated from God.
Apostle Peter talks on this same subject in 2 Peter 1:4-11 where he says if you add to your faith the fruits (walk by the Spirit) then you will never stumble and by doing this an entrance to haven will be supplied for you, and you will know that your call and election is sure.
But then says if those things are not yours then you are nearsighted and blind and have forgotten only past sins have been forgiven, and your walking by the flesh will lead you to eternal death and not eternal life.
Look at what I said above as that verse in Romans 8:39 has to be taken in context with the rest of the chapter of walking by the Spirit vs. walking by the flesh.
We can not pull out scriptures and make them stand on there own as the word of God does not work in that way !!!
That passage in early Romans is differentiating between a true born again christian...he has the spirit and is therefore LED by the spirit compared to a person devoid of the spirit.
Besides that section is not the context of Romans 8:39, but this is. ..
Romans 8:18-39 (KJV)
18 For I reckon that the sufferings of this present time are not worthy to be compared with the glory which shall be revealed in us.
19 For the earnest expectation of the creature waiteth for the manifestation of the sons of God.
20 For the creature was made subject to vanity, not willingly, but by reason of him who hath subjected the same in hope,
21 Because the creature itself also shall be delivered from the bondage of corruption into the glorious liberty of the children of God.
22 For we know that the whole creation groaneth and travaileth in pain together until now.
23 And not only they, but ourselves also, which have the firstfruits of the Spirit, even we ourselves groan within ourselves, waiting for the adoption, to wit, the redemption of our body.
24 For we are saved by hope: but hope that is seen is not hope: for what a man seeth, why doth he yet hope for?
25 But if we hope for that we see not, then do we with patience wait for it.
26 Likewise the Spirit also helpeth our infirmities: for we know not what we should pray for as we ought: but the Spirit itself maketh intercession for us with groanings which cannot be uttered.
27 And he that searcheth the hearts knoweth what is the mind of the Spirit, because he maketh intercession for the saints according to the will of God.
28 And we know that all things work together for good to them that love God, to them who are the called according to his purpose.
29 For whom he did foreknow, he also did predestinate to be conformed to the image of his Son, that he might be the firstborn among many brethren.
30 Moreover whom he did predestinate, them he also called: and whom he called, them he also justified: and whom he justified, them he also glorified.
31 What shall we then say to these things? If God be for us, who can be against us?
32 He that spared not his own Son, but delivered him up for us all, how shall he not with him also freely give us all things?
33 Who shall lay any thing to the charge of God's elect? It is God that justifieth.
34 Who is he that condemneth? It is Christ that died, yea rather, that is risen again, who is even at the right hand of God, who also maketh intercession for us.
35 Who shall separate us from the love of Christ? shall tribulation, or distress, or persecution, or famine, or nakedness, or peril, or sword?
36 As it is written, For thy sake we are killed all the day long; we are accounted as sheep for the slaughter.
37 Nay, in all these things we are more than conquerors through him that loved us.
38 For I am persuaded, that neither death, nor life, nor angels, nor principalities, nor powers, nor things present, nor things to come,
39 Nor height, nor depth, nor any other creature, shall be able to separate us from the love of God, which is in Christ Jesus our Lord.