The largest health insurer in Massachusetts is warning roughly 39,000 physicians and other health care providers in the state that personal information, including Social Security numbers, may have been compromised after a laptop containing the data was stolen in August from an employee of the Blue Cross and Blue Shield Association’s national headquarters in Chicago.

The breach involves “tens of thousands’’ of physicians nationwide, although the precise number is unclear, according to a national Blue Cross-Blue Shield spokesman. Thirty-nine affiliates feed information about providers into a database maintained by the association’s national headquarters.