Pacific,
I think it would depend on your child and a load of other factors. Firstly, a temperature below a certain level is not, in itself, dangerous. People seem to keep raising this level but, personally, in a baby of that age, I certainly would not be overly concerned much below 40 degrees. Even then, it is worth trying to bring it down before considering the emergency room.
Clearly, if he is prone to febrile convulsions or has other risk factors, I would bring that number downwards.
The general idea is to look at the child, not the number on the thermometer. If the breathing is fine (not breathing very fast, not sucking in below ribs etc), the child is alert and responsive and they are prepared to at least drink some water, it is not an emergency situation. Extreme pain, changes in breathing, consciousness etc all warrant a visit to A&E (I guess you are not in UK?) regardless of temperature.
On the other hand, whereas a lot of people try to avoid even a visit to the doctor with a high fever, if I had an 11 month old with a fever of 39, I would try to get a (non emergency) doctor's appointment just for my own peace of mind. In my view, that is part of a GP's job (although most now disagree with this POV).